SkewSentinel
PROVolatility & Skew · WebSocket Streaming · Pro Tier
Partial Implementation Notice: The SkewSentinel per-strike skew calculation is being enhanced with additional backend computation. The current version provides directional aggregate skew guidance from real-time gamma data while the full per-strike skew decomposition is finalized. For detailed per-strike skew analysis, use the IV Skew window. Trading decisions should not rely solely on this window until the full computation has been deployed.
Overview
SkewSentinel is the IV Skew Sentiment Tracker — a real-time monitor for the aggregate implied volatility skew derived from the options chain. It distills the full volatility surface into a single average skew metric, providing an at-a-glance read on how the market is pricing tail risk.
SkewSentinel streams data via WebSocket and presents the average IV skew as a focused metric card display. It's designed for persistent monitoring — pin it to your workspace and watch for skew shifts that signal changing sentiment.
Key Features
- Average IV skew metric: A single aggregate skew value summarizing the put-call IV differential across the chain. Higher values = more fear priced into downside protection.
- Real-time WebSocket streaming: Connected to the live gamma data feed with automatic exponential backoff reconnection.
- Connection status badge: Live/Connecting/Disconnected indicator so you always know if the data feed is active.
- Guide Panel: Four-section educational overlay — What is IV Skew, Reading the Metrics, Trading Strategies, and Pro Tips.
- AI-Generated Considerations: ML-powered analytical considerations based on the current skew reading — delivered for your independent evaluation. Methodology →
Metrics Reference
| Metric | Interpretation |
|---|---|
| Avg IV Skew | Average put-call implied volatility differential. Values above ~0.20 suggest elevated fear. Below ~0.10 suggests complacency. |
Use Cases
- Sentiment dashboard: Pin SkewSentinel alongside GammaPulse and RegimeShift for a three-signal sentiment dashboard — gamma, skew, and regime all in one view.
- Position sizing filter: When skew is elevated, reduce position sizes or add hedges. When skew is compressed, the market is relaxed — lean into directional trades.
- Skew divergence detection: Compare the aggregate skew reading from SkewSentinel with the detailed per-strike skew in IV Skew. Divergences may indicate concentrated positioning at specific strikes.
How to Launch
Open the Window Launcher — click + or press L.
Search for SkewSentinel or browse Volatility & Skew.
Click to launch and enter a ticker. WebSocket connects automatically.
The Average IV Skew card updates in real-time. Monitor for skew shifts that signal changing market sentiment.
Data Source & Tier
Live data via authenticated WebSocket during market hours. SkewSentinel is on the Pro tier ($79/month). View pricing →
Related Windows
- IV Skew — Visualize the skew data that SkewSentinel monitors for anomalies
- VolEntropy — Entropy-based disorder detection complementing skew anomaly analysis
- VolCube — Strike-level volatility concentration complementing skew analysis