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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Auto-Publish Dry-Run Preview

Auto-Publish Dry-Run Preview
Hidden review page. Each card below is generated by the daily auto-publisher in dry-run mode (nothing is published to the live site). Better Ideas. Better Indexes.®
Trade Set Up of the DayPublic

August 8, 2026
Trade Set Up of the Day

HYG’s 30-day VolDex closed at 4.22 today, down 8.38% from a prior close of 4.6. That’s a meaningful one-day drop in the price of protection on the high-yield corporate bond ETF, and it means options on HYG are cheaper to own now than they were yesterday.

When implied volatility declines like this, owning optionality — calls, puts, or a straddle — becomes a less expensive way to express a view or hedge, since the expected move being priced in has shrunk. Traders who instead think the market is still overpaying can sell premium, but only with risk clearly defined.

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General market commentary based on the live Nations index suite. Not investment advice.

Trade Idea of the DayMembers

Long AMZN Sep 4, 2026 $270 Put
AMZN @ $269.22  ·  35 days to Sep 4, 2026  ·  as of Jul 31, 2026, 11:01 AM CT
Debit
$1021
Breakeven
$259.79
Delta
-0.48
30-day VolDex
31.24%
Underlying
$269.22

AMZN sits at $269.22 after a violent reset in option pricing. Our 30-day VolDex fell 35.02% today to 31.24, with CallDex30 off 36.14% and PutDex30 down 23.3%. That’s a broad collapse in demand for optionality, and it means downside protection is cheaper today than it was yesterday. Buying the Sep 4, 2026 $270 put — 35 days out, delta -0.48 — puts on near-the-money exposure at a discount rather than chasing it after the fact.

The debit is $1,021, and that is the entire risk. Breakeven is $259.79, so AMZN has to travel roughly ten points lower before this pays. If shares stall or grind higher, time decay works against you every day, and any further drop in implied volatility compounds the damage. Size it as a defined-risk position, not a core holding.

AMZN — recent daily closes

2732602482362236/267/267/267/267/26

Better Ideas. Better Indexes.® | NationsIndexes.com
Illustrative only. Prices are model values (Black-Scholes, r=4.3%, σ from the 30-day VolDex); actual option prices will differ. Not investment advice.

ETF Trade Idea of the DayETF Analytics

Long HYG Sep 4, 2026 $79 Call
HYG @ $79.36  ·  35 days to Sep 4, 2026  ·  as of Jul 31, 2026, 11:16 AM CT
Debit
$97
Breakeven
$79.97
Delta
0.69
30-day VolDex
5.68%
Underlying
$79.36

HYG’s 30-day VolDex sits at 5.68, and even after today’s 7.99% jump, that’s a modest price to pay for optionality in a high-yield credit ETF. The internals matter more: CallDex30 is up 2.73% while PutDex30 is down 3.06%. Demand is rotating out of downside protection and into upside calls — the market is paying up for participation, not insurance. That combination, cheap vol with a bullish shift in positioning, argues for buying premium rather than selling it.

With HYG at $79.36, the Sep 4, 2026 $79 call costs $97 with a 0.69 delta. You’re already in the money, and the 0.69 delta means the position tracks the ETF closely. Breakeven is $79.97, so HYG needs to add roughly six-tenths of a point in 35 days. Below $79 at expiration, the entire $97 is gone. That’s the trade-off: defined risk, but time is working against you every day.

HYG — recent daily closes

80808079796/267/267/267/267/26

Better Ideas. Better Indexes.® | NationsIndexes.com
Illustrative only. Prices are model values (Black-Scholes, r=4.3%, σ from the 30-day VolDex); actual option prices will differ. Not investment advice.

Equity Trade Idea of the DayEquity Analytics

Long AAPL Sep 4, 2026 $300 Call
AAPL @ $301.3  ·  35 days to Sep 4, 2026  ·  as of Jul 31, 2026, 11:30 AM CT
Debit
$1146
Breakeven
$311.46
Delta
0.56
30-day VolDex
27.38%
Underlying
$301.3

The signal. Thirty-day VolDex fell 8.5% to 27.38, so the whole options surface got cheaper today — but not evenly. PutDex30 dropped 12.07% while CallDex30 slipped just 1.75%. Downside protection is being dumped far faster than upside is being bought. That collapse in put demand is the market letting go of its hedges, and it leaves upside calls the relatively cheap side of the trade with AAPL at $301.3.

The trade and the risk. Buy the Sep 4, 2026 $300 call for a $1146 debit. Delta 0.56, breakeven $311.46. You need AAPL above that inside 35 days; below $300 at expiration, the entire $1146 is gone.

AAPL — recent daily closes

3453283112942776/267/267/267/267/26

Better Ideas. Better Indexes.® | NationsIndexes.com
Illustrative only. Prices are model values (Black-Scholes, r=4.3%, σ from the 30-day VolDex); actual option prices will differ. Not investment advice.