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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Education

Nations Learning Center

Learn to read what the options market is pricing — from first principles to dealer-flow mechanics — across 189 lessons and case studies.

What implied volatility is

Implied volatility is the market’s forecast of how much a stock or ETF is likely to move, backed out of the prices investors are paying for its options. When options grow more expensive, implied volatility rises — traders are paying up for protection or upside because they expect bigger moves; when options cheapen, it falls. Unlike historical volatility, which measures what already happened, implied volatility is forward-looking: it is what the options market expects next.

Each Nations index isolates one precisely-defined slice of that signal — the at-the-money level (VolDex®), the cost of upside calls (CallDex®) and downside puts (PutDex®), the balance between them (RiskDex®), and the price of tail-risk protection (TailDex®) — so you can read exactly what options are pricing across the whole family.

Start here

New to volatility? Start free.

Volatility 101 makes implied volatility intuitive in six short, free lessons — then hands you the live tools that produce each reading.

Start Free: Lesson 1 →

The four tracks

Beginner · Free

Volatility 101

Implied volatility from first principles — IV, at-the-money options, skew, term structure, and why one blended number isn’t enough.

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VolDex® free · rest ETF+

Reading the Nations Indexes

One lesson per index — what it measures, how to read it, and how to see it live.

Explore the indexes →

109 lessons · ETF

Using the Tools

One lesson per tool — the question it answers, how to read it, a worked example, each ending “open the tool.”

Explore the tools →

37 lessons · ETF

Trade Setups & Strategy

Turn readings into trades — repeatable checklists, worked setups, and a searchable archive.

Explore setups →

Options & strategy education

A complete options course, free and ungated — from what an option is, through the Greeks, a strategy library with payoff diagrams, and the execution skills that tie them together.

Options Foundations

Start from zero: what an option is, the four building-block positions, moneyness, intrinsic vs. extrinsic value, expiration, and payoff diagrams. Seven free lessons.

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The Greeks

Delta, gamma, theta, and vega — the four numbers that explain exactly how an option’s price moves with the stock, time, and volatility. Five free lessons.

Explore the Greeks →

Strategy Library

Twelve core strategies, each with its own payoff diagram: covered calls, protective puts, vertical spreads, straddles, strangles, and iron condors.

Explore the Strategy Library →

Execution & Risk

How to actually run a position: exercise and assignment, rolling, position sizing, probability and expected value, and managing trades to plan.

Explore Execution & Risk →

Reference

Volatility Glossary

Plain-language definitions of every volatility, options, and Nations-index term — each linked to where it’s used in context.

Open the glossary →

Our Indexes

The five index explainer pages — the reference behind the Reading the Indexes track.

See the index explainers →

Search the library

ToolsAlerts
ToolsCourses
Dealer PositioningDealer Gamma FAQ & Glossary
Volatility IndexesFading elevated TailDex®
Vol Risk PremiumHow the VRP Is Computed
Vol Risk PremiumHow to Read the VRP Tool
Volatility IndexesOptimism Index
Dealer PositioningThis Week’s Gamma Read
Vol Risk PremiumThis Week’s VRP Read
Dealer PositioningTrading Around the Flip
Dealer PositioningTrading Vanna & Charm
Dealer PositioningVanna & Charm Alerts
Vol Risk PremiumVariance Risk Premium
Volatility IndexesVolDex® Term Structure