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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Managing a trade

Learning CenterExecution & Risk › Managing a trade

Managing a trade

IntermediateFree7 min read

A trade doesn’t manage itself. Once you’re in a well-sized, positive-expected-value position, the job becomes managing it — taking profits, cutting losses, and adjusting — so that your realized results actually match the edge you planned. This is the final skill in the curriculum, and the one that most determines long-run results.

Managing winners: take profits early

A widely used discipline among premium sellers is to close a winning trade once it has captured most of its potential profit — commonly at 50% of the maximum credit — rather than holding to expiration for the last few dollars. Why give up the rest? Because the last portion of profit takes the most time and carries the most risk: you’re holding a now-cheap option, exposed to a reversal, to earn a shrinking reward. Taking the money and redeploying it into a fresh, full-premium trade is usually the higher-EV path.

Managing losers: decide the exit in advance

The mirror discipline is a predefined stop. For defined-risk trades, the maximum loss is already capped — but many traders still exit early, for example at two times the credit received, rather than riding a spread to its full loss. For undefined-risk trades, a stop is non-negotiable. The essential rule is to decide your exit before you enter, when you’re calm, not in the heat of a position going against you.

A managed iron condor

You sell an iron condor for a $2.00 credit, max loss $3.00. You set two rules in advance: take profit at 50% ($1.00 gained) and cut the loss at 2× credit ($4.00 — but since max loss is $3.00, you’d exit before then, say at $2.00 of loss). Three weeks in, the stock is quiet and the condor has decayed to a $1.00 value — your 50% target. You close it, bank the $100, and move on, rather than holding two more weeks for the last $100 and risking a late breakout. Over many condors, taking the reliable middle of the profit beats reaching for the volatile end of it.

Adjusting: roll, don’t hope

Between “win” and “lose” is adjusting — most often rolling a tested side to a better strike or a later date for a credit, as covered earlier. Adjust with a plan, not out of hope: a good adjustment improves your position on its own terms, while a bad one just delays an exit you should have taken.

Let volatility guide the calendar

When you enter and exit is itself an edge. Establishing premium-selling trades when implied volatility is elevated, and harvesting them as it deflates, is the recurring theme of this curriculum — and it is exactly what the Nations indexes let you monitor. Managing trades against a live volatility read, rather than by the calendar alone, is what ties the mechanics back to the market.

Common pitfalls

Letting winners turn into losers. Holding a big winner for the last few dollars is how a good trade round-trips to a bad one. Take profits on your terms.

Moving the stop to avoid the loss. The moment you widen a stop mid-trade, you’ve abandoned your plan. Set it in advance and honor it.

What to do with this

For every position, write down a profit target and a stop before you enter, and manage to them mechanically. That discipline — sized right, positive EV, managed to plan — is the whole game. With the curriculum complete, the payoff is learning to read the Nations indexes, where volatility, the Greeks, and strategy all show up as live signals.

You now have the full options curriculum — foundations, Greeks, strategies, and execution. See how the Nations indexes turn all of it into a live read on the market.

Next lesson · continue the courseReading the Nations Indexes →