Options Radar (SentiSense)

Read the options market for US stocks without pulling and cleaning a full option chain yourself. This skill turns each session's chain into a small set of end-of-day analytics through the read-only SentiSense API, and it ranks every reading against that stock's own trailing history rather than against other stocks. You get a market-wide radar of the most interesting names, and a per-stock dossier covering IV rank, put/call percentile, 25-delta skew, open-interest walls, max pain, and the session's unusually active contracts.

Read-only educational data interface. Output is informational context about how a chain looks today versus its own past, never a personalized buy or sell recommendation, and never a forecast.

When to Use

Reach for this skill when the question is about options positioning or activity on a stock:

• "Any unusual options activity in $NVDA today?" (unusually active contracts, ranked by premium)
• "Where is implied volatility for this name relative to its own range?" (IV rank)
• "Is the options market leaning puts or calls here?" (put/call ratio and its percentile)
• "What is the downside skew on $TSLA?" (25-delta put-minus-call skew and its percentile)
• "Where are the open-interest walls and max pain?" (strike structure for the dossier expiry)
• "Which stocks have the most stretched options readings right now?" (the market-wide radar board)

This skill pairs naturally with stock-sentiment, politicians-stock-tracker, and institutional-13f-tracker: the strongest reads come from convergence. Rich call activity that lines up with climbing sentiment, a congressional buy, and institutional accumulation on the same ticker is a story; any one signal alone is noise.

Do not use it for order entry, portfolio management, greeks-based hedging, or personalized advice. It has no write, trading, or wallet surface; every endpoint is a GET.