Correct, by default Obsidian uses IV in the delta hedging module. However, we implemented a skew module a little while ago that will allow you to set your own skew curve and apply it globally throughout the platform: http://www.silexx.com/obsidian/manual/volatility-skew I also know of a couple guys that use our API and built their own delta hedging tools.
If you work with IB API, you receive that information in the tickOptionComputation event (https://www.interactivebrokers.com/en/software/api/apiguide/java/tickoptioncomputation.htm), along many other useful things (eg.: undPrice, delta, vega, theta, gamma, impliedVol, etc.). So if you are familiar with coding you can get the information and create place your order on the condition you like. (Anyway. nothing is going to be really straightforward when coding properly a trading app that has to go live ).