Our Indexes

The world's leading
independent volatility indexes.

Five precision-engineered indexes that strip away the distortions of legacy vol measures — giving you a clean, real-time read on what options are actually pricing.

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VolDex®
A better way to measure option volatility
VolDex® focuses on the options that matter most—at-the-money (ATM) options with near-term expirations—giving a cleaner, more accurate view of implied volatility.

By isolating these highly liquid and actively traded contracts, VolDex avoids the distortion caused by less relevant, far out-of-the-money options. The result is a more precise snapshot of market expectations for price movement and investor sentiment—without the noise.
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CallDex®
A clearer signal of bullish sentiment & expected volatility
CallDex® tracks the cost of out-of-the-money call options to gauge market sentiment for the next 30 days. It uses call options that are one standard deviation out-of-the-money to measure what investors are expecting in terms of both volatility and potential price direction.

Higher CallDex values generally suggest traders are anticipating bigger moves or a possible market rally. Lower values indicate a calmer outlook or reduced interest in upside exposure.
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PutDex®
Focused on downside risk pricing
PutDex® delivers a clear, strike-specific measure of implied volatility by concentrating on one key data point: the normalized cost of a 30-day, one standard deviation out-of-the-money (OTM) SPY put option.

This approach isolates the segment of the options market most directly associated with downside protection, removing the noise from less relevant strike prices. The result precisely indicates market sentiment around tail risk, hedging activity, and bearish positioning.

By zeroing in on these put options—widely used by institutional investors to protect against market declines—PutDex offers valuable insight into how much investors are willing to pay to insure against losses over the next month.
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RiskDex®
A Clear Signal of Expected Market Direction
RiskDex® measures investor sentiment by comparing the normalized cost of 30-day, one standard deviation out-of-the-money (OTM) SPY put and call options. This simple ratio reveals whether the market is more focused on downside protection or upside opportunity — offering a direct view of expected equity direction over the next month.

Unlike traditional volatility indexes, which reflect overall price movement, RiskDex highlights directional bias. A rising RiskDex indicates OTM put prices are increasing at a faster rate than OTM call prices and suggests growing concerns about potential declines; a lower reading signals confidence or complacency.

This makes RiskDex a valuable tool for traders and risk managers seeking clarity on where the market thinks it's headed—not just how volatile it might be.
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TailDex®
A smarter signal for downside risk & tail hedging demand
TailDex® measures the price of deep out-of-the-money put options to assess bearish sentiment and demand for tail risk protection over the next 30 days. By focusing on puts that are three standard deviations OTM, it reflects how concerned traders are about a major downside move, often called a 'tail event'.

Higher TailDex values suggest rising demand for crash protection or increased fear of large selloffs. Lower values imply a calmer market tone and less urgency to hedge against tail risk.
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Contango vs. Backwardation: What the Slope Is Telling You

The Curve · Shapes

Free to read

Contango vs. Backwardation: What the Slope Is Telling You

A volatility term structure only ever takes a handful of shapes. Learn the four, and you can read any curve in two seconds.

The whole skill of reading the term structure comes down to recognizing four shapes. Each one is a sentence the market is speaking about where it sees risk. Here they are — with a labeled diagram, a real example, and the one move each shape rewards.

Upward sloping

Contango

Long-dated VolDex sits above the front. The normal, calm-market shape — the market expects more uncertainty the further out it looks. Example: SPY through 2024's quiet stretches.

What to do: sell the rich long end against the cheap front — calendars and diagonals.
Downward sloping

Backwardation

Front-month VolDex spikes above the back. A stress signal — acute near-term risk the market expects to subside. Example: SPY, Aug 5, 2024; March 2020.

What to do: caution if you're short front premium; position for the snap-back to contango.
Local bump

Humped (event kink)

One tenor pokes above its neighbors — an event priced into the expiration that captures it. Example: a single name into earnings week, or the curve around an FOMC date.

What to do: isolate the event premium before you trade it — see the Event Volatility Isolation tool.
Flat / kinked

Transition

Little slope in either direction. The market is repricing — often the handoff between calm and stress, or the late stage of a selloff. Example: a tape that's just absorbed a shock.

What to do: wait for the curve to declare; flat is a "no clear edge" read.
The one rule

Read the slope, not the height. A high curve in clean contango is calmer than a lower curve that just inverted. TermDex® turns whichever of these four shapes you're looking at into a single number, so you can track the regime over time instead of eyeballing it.

How the shapes move

These aren't fixed categories — a healthy curve lives in contango and only flips to backwardation under genuine stress, usually before the headline. The humped shape is the odd one out: it's not a regime, it's a single event sitting on the calendar. And flat is what you see in the doorway between regimes. Watch the front of the curve; it moves first.

Do it live

Free to read. Spot these shapes live on any plan — ETF Analytics (all ETFs), ETF + Equities (single names), Everything (history & CSV).

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Educational content from Nations Indexes. VolDex® and TermDex® are registered marks of Nations Indexes. Diagrams are schematic illustrations of curve shape; examples describe how the options market priced risk on the dates noted and are not guarantees of outcomes. Nothing here is investment advice.