Nuclear magnetic resonance (NMR) experiments can reveal local properties in materials, but are often limited by the low signal-to-noise ratio. Spin squeezed states have an improved resolution below the Heisenberg limit in one of the spin components, and have been extensively used to improve the sensitivity of atomic clocks, for example. Interacting and entangled spin ensembles with non-linear coupling are a natural candidate for implementing squeezing. Here, we propose measurement of the spin-squeezing parameter that itself can act as a local probe of emergent orders in quantum materials. In particular, we demonstrate how to investigate an anisotropic electric field gradient via its coupling to the nuclear quadrupole moment. While squeezed spin states are pure, the squeezing parameter can be estimated for both pure and mixed states. We evaluate the range of fields and temperatures for which a thermal-equilibrium state is sufficient to improve the resolution in an NMR experiment and probe relevant parameters of the quadrupole Hamiltonian, including its anisotropy.