Skew Inversion Radar

In most underlyings, puts are richer than calls (negative skew) because put demand is structurally higher. A 25-delta skew inversion (calls richer than puts) is rare and historically tracks pre-news positioning. MintByte surfaces inversions only when IV percentile is meaningful (≥ 50) and there's no known event in the next 7 days that would explain it — so the inversion is unexplained, hence informative.