Skew Intelligence
Forward vol, contango analysis, delta-level IV rank, historical skew patterns and smile curvature — the full skew picture across time and strike space.
What is Skew Intelligence?
Skew Intelligence Skew Intelligence decomposes the volatility smile into forward vol, contango/backwardation, delta-level IV rank, historical skew patterns and curvature evolution for advanced vol analysis.
Why This Matters for Your Trading
How professional options traders use Skew Intelligence to find edge.
See Which Strikes Are Richest Over Time
The Delta IV Rank heatmap shows a time x delta grid. If 25-delta puts have been at the 90th percentile for 3 weeks while ATM is at the 50th, institutions are hoarding tail protection.
Track Curvature Changes
Smile curvature (wings vs ATM) evolves with market regimes. Increasing curvature signals growing tail demand — the market is buying protection. Decreasing curvature signals complacency.
Project Forward Vol
Forward vol derived from the term curve shows what the market expects vol to be in coming months. Compare against HV forecasts to find edge in calendar-type trades.
Detect Institutional Positioning Shifts
Changes in skew steepness, curvature and delta IV rank often precede large moves. Institutions adjust their hedge books before events — skew intelligence reveals these shifts.
See It in Action
Forward vol projections with contango analysis
Delta IV Rank heatmap: time x delta grid showing which strikes are richest
Smile curvature evolution over time
Key Features
Forward Vol & Contango
Future vol expectations from the term curve
Skew Analysis
Put vs call IV by delta and term
Delta IV Rank Heatmap
Time x delta grid showing strike-level richness
Curvature Tracking
Smile shape evolution: symmetric, skewed, kinked
How It Works
Select ticker
Enter any US stock or ETF
Review data
Analyse the key metrics and charts
Identify signal
Find the actionable insight
Execute
Use the signal to inform your trade
Use Cases
When put skew is at the 95th percentile, sell put spreads to monetise elevated protection demand.
Track call vs put skew over time. When the skew flips (calls richer than puts), it signals bullish institutional positioning — lean into it or fade it.
Rising curvature + steep skew = institutions adding protection. Falling curvature + flat skew = complacency. Adjust your hedging accordingly.
Frequently Asked Questions
What is the Delta IV Rank?
IV Rank calculated at each delta level (10D, 25D, ATM, 75D, 90D) over time. It reveals which parts of the smile are historically rich or cheap — a level of granularity unavailable in standard IV rank.
What is smile curvature?
Curvature measures how much the wings (OTM puts and calls) are elevated relative to ATM IV. Calculated as (25D Put IV + 25D Call IV) - 2 x ATM IV. Higher curvature means more wing demand.
Related Features
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