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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Long vs. short: the four basic positions

Learning CenterOptions Foundations › Long vs. short: the four basic positions

Long vs. short: the four basic positions

BeginnerFree6 min read

There are only four things you can do with a single option: buy a call, sell a call, buy a put, or sell a put. Every strategy — from a covered call to an iron condor — is just a combination of these four building blocks. Learn how each one makes and loses money and the rest is assembly.

The four positions

Long call (buy a call). You pay a premium for the right to buy. You profit if the underlying rises well above the strike; your loss is capped at the premium. Bullish, with limited risk and unlimited upside.

Long put (buy a put). You pay a premium for the right to sell. You profit if the underlying falls; your loss is capped at the premium. Bearish (or a hedge), with limited risk.

Short call (sell a call). You collect a premium and take on the obligation to deliver shares if assigned. You keep the premium if the underlying stays below the strike; your risk is unlimited to the upside if you don’t own the stock. Bearish-to-neutral, income-oriented, high risk uncovered.

Short put (sell a put). You collect a premium and take on the obligation to buy shares at the strike if assigned. You keep the premium if the underlying stays above the strike; your risk runs down to (strike − premium) × 100. Bullish-to-neutral, income-oriented.

The mirror

Long and short are exact mirror images. If you buy a $100 call for $3 and I sell it to you for $3, your profit is my loss at every price, dollar for dollar. That is worth remembering: for every option buyer earning a payoff, a seller is on the other side with the opposite result. Options are a zero-sum transfer at expiration (before costs).

Buyers pay, sellers get paid — and take the risk

Buying options costs premium and loses value as time passes; the buyer needs a move to profit. Selling options collects premium and benefits from the passage of time; the seller profits if not much happens — but accepts a larger, sometimes open-ended, loss if the move goes against them. That trade-off — pay for a chance at a big move, or get paid to bear the risk of one — is the heart of options.

Common pitfalls

Selling naked calls without understanding the risk. An uncovered short call has theoretically unlimited loss. It is the single most dangerous beginner position.

Confusing “short put” with “bearish.” Selling a put is a bullish-to-neutral position — you want the stock to stay up so the put expires worthless.

What to do with this

Memorize the four: long call and long put risk only premium; short call and short put collect premium but carry the obligation and the larger risk. When you meet any strategy later, decompose it into these four legs and you will immediately understand its risk. Next: which strike you choose — moneyness.

Next lesson · continue the courseMoneyness: in-, at-, and out-of-the-money →

Keep going

Every multi-leg strategy in the library is built from these four positions. See them combined in the Strategy Library.

Explore the Strategy Library →