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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Rolling a position

Learning CenterExecution & Risk › Rolling a position

Rolling a position

IntermediateFree7 min read

Rolling is how options traders keep a position alive instead of simply closing it. To roll is to close your current option and open a new one at the same time — usually at a different expiration, a different strike, or both. It is the single most common adjustment in options trading.

The three directions of a roll

  • Rolling out (in time). Close the near option, open a later-dated one at the same strike. You buy more time — often for a net credit, because the later option is worth more. Used to give a thesis longer to work or to defer assignment.
  • Rolling up or down (in strike). Move the strike to a more favorable level — up for calls in a rising market, down for puts in a falling one. This adjusts your risk and breakeven.
  • Rolling out and up/down (both). The most common defensive roll: move to a later date and a better strike at once, usually structured to bring in a credit or at least reduce the debit.
Rolling a tested covered call

You sold a $105 call against stock now trading at $107 — it’s in-the-money and you’re about to be assigned and lose the shares. You don’t want to sell yet. You roll out and up: buy back the $105 call and sell a later-dated $110 call. If the later $110 call brings in more premium than the $105 cost to close, you roll for a net credit — raising your ceiling to $110, keeping the stock, and getting paid to do it. If it can’t be done for a credit, that’s the market telling you the roll isn’t free — sometimes taking assignment is the better choice.

When rolling helps — and when it doesn’t

Rolling is powerful for giving a trade more time or adjusting a strike that’s been breached, ideally for a credit. But it is not a way to avoid a loss forever. Each roll is a new trade that should stand on its own merits. “Rolling for a credit” feels like winning, but if you’re repeatedly rolling a losing position down and out, you may just be financing a bad trade and enlarging the eventual loss. Roll when the new position is one you’d put on fresh — not merely to postpone admitting defeat.

Rolling and volatility

The credit you collect on a roll depends heavily on implied volatility. Rolling into elevated volatility pays more; rolling when volatility is low pays little. A read on where implied volatility sits — the kind the Nations indexes provide — tells you whether the roll you’re considering is being generously or stingily priced.

Common pitfalls

Rolling losers indefinitely. Endlessly rolling a bad position out and down can turn a small, defined loss into a large one. Have an exit, not just a roll.

Ignoring transaction costs. Every roll is two trades. Frequent rolling racks up commissions and slippage that eat into the credits.

What to do with this

Treat each roll as a fresh trade: would you open this new position today? If yes, and preferably for a credit, roll. If no, close and move on. Knowing how big any of these positions should be is the next discipline: position sizing.

Rolling manages a trade you already have. Position sizing decides how big that trade should have been in the first place.

Next lesson · continue the courseOn to position sizing →