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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Dealer Gamma & the Gamma Flip, Explained

Dealer Gamma · Foundations

Free to read

Dealer Gamma & the Gamma Flip, Explained

Options dealers have to hedge. Whether that hedging calms the market or amplifies it depends on one thing: which side of the gamma flip price is on.

Every option a dealer is short or long carries gamma — the rate at which its delta changes as the underlying moves. To stay hedged, a dealer must trade the underlying as price moves, and the direction of that trading flips depending on whether the dealer's book is net long or net short gamma. That single fact drives whether a market mean-reverts quietly or trends violently — and the Dealer Gamma Exposure (GEX) tool estimates it from the open-interest data everyone can see.

The two regimes

When dealers are net long gamma, hedging is stabilizing: they sell into rallies and buy into dips to stay flat, which damps volatility and tends to pin price. When dealers are net short gamma, hedging is destabilizing: they must buy as price rises and sell as it falls, feeding the move and amplifying volatility. Same dealers, opposite behavior — and the switch between them has a price level.

Dealer GEX by strike — and the flip net dealer GEX gamma flip (net GEX = 0) spot short gamma — amplifies long gamma — dampens underlying price / strike

Bars are net dealer gamma at each strike (put-heavy strikes negative, call-heavy strikes positive). The amber line is cumulative net GEX; where it crosses zero is the gamma flip. Spot below the flip = short-gamma regime (hedging amplifies); above it = long-gamma (hedging dampens).

The flip is a level, not a forecast

The gamma flip level is the price where cumulative net dealer gamma crosses zero — the boundary between the two regimes. Above it the market has a built-in shock absorber; below it, an accelerant. Traders watch the flip two ways: as a magnet where price tends to pin when dealers are long gamma, and as a trapdoor — once price breaks below it, hedging flow can turn an ordinary pullback into an air pocket.

It's a heuristic, not a flow model

GEX is an estimate. It infers dealer positioning from open interest using a standard sign convention, and it can't see every dealer, every expiry, or true inventory. Treat it as a regime heuristic — a high-quality read on whether hedging is likely stabilizing or amplifying — not a precise model of order flow. Used that way, it's one of the most useful context tools on the desk.

Do it live

These ideas are free. To pull a live gamma profile and flip level: ETFs with ETF Analytics, any optionable single stock with ETF + Equities, and the full GEX-by-strike data as a CSV with Everything.

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Educational content from Nations Indexes. GEX is an estimate of dealer positioning from open interest under a standard sign convention; it is a regime heuristic, not a precise flow model, and nothing here is investment advice.

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