floe

Zero-dependency TypeScript functions for options flow: Black-Scholes, Greeks, and dealer exposures, and more, with a clean, type-safe API. Built for use in trading platforms and fintech applications.

The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.

Quick Start / Documentation / Examples

fullstackcraft.github.io/floe

📋 Dual License

This project is dual-licensed:

• ✅ MIT License - Free for individuals, personal projects, and non-commercial use
• 💼 Commercial License - Required for businesses and commercial applications

Read full licensing details | Get Commercial License

Features

• Black-Scholes Pricing - Fast, accurate options pricing
• Greeks Calculations - Delta, gamma, theta, vega, rho
• Dealer Exposure Metrics - GEX, VEX, and CEX exposures
• Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
• Implied PDF - Risk-neutral probability density functions
• Real-Time Data - Stream normalized options data from multiple brokers
• Broker-Agnostic - Normalize data from any broker
• Type-Safe - Full TypeScript support
• Zero Dependencies - Lightweight and fast

Broker Support Roadmap

Due to the overwhelming variety of how broker APIs structure their data (and how they make it available), there is a wide variety of how much support we can provide out-of-the-box for different brokers, summarized in this table:

| Broker | Black-Scholes | Greeks | Open Interest Based Exposures | Options-Book Based Exposures | Implied PDF Calculations | |-----------------------|--------------|--------|-------------------------------|------------------------------|-------------------------| | Tradier (via WebSocket) | ✅ | ✅ | ✅ | ✅ | ✅ | | Tastytrade (via WebSocket - DXLink Streamer) | ✅ | ✅ | ✅ | ✅ | ✅ | | TradeStation (via HTTP Streaming) | ✅ | ✅ | ✅ | ✅ | ✅ | | Schwab (via WebSocket) | ✅ | ✅ | ✅ | ✅ | ✅ | | Interactive Brokers (via WebSocket) | Coming Soon | Coming Soon | Coming Soon | Coming Soon | Coming Soon |

Ideally all aspects of floe will be available for all brokers, but this will take time to determine as we work through the various data structures and formats that each broker provides.

Unsupported Brokers

The following brokers have no public API:

• Fidelity
• Robinhood

If your broker is not listed above, you can still use floe by normalizing your broker's data structures to match the expected input types. With options, you can get quite far with floe just by having the market price for the underlying and each option. (From those alone you can back out the IV, greeks, and exposures.)

Installation

npm install @fullstackcraftllc/floe

License

Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.

Commercial License Required - Businesses and commercial applications must obtain a commercial license.

See LICENSE.md for full details.

Need a Commercial License? Contact us at [email protected]

Pricing

Contact [email protected] for pricing

Contributing

Contributions welcome! Please open an issue or PR.

By contributing, you agree that your contributions will be licensed under the same dual-license terms.

TODOs

• [ ] Implied PDF calculations
• [ ] Tradier integration, normalization, and docs
• [ ] TradeStation integration, normalization, and docs
• [ ] Interactive Brokers integration, normalization, and docs

Credits

Built with ❤️ by Full Stack Craft LLC

© 2025 Full Stack Craft LLC - All rights reserved.