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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Moneyness: in-, at-, and out-of-the-money

Learning CenterOptions Foundations › Moneyness: in-, at-, and out-of-the-money

Moneyness: in-, at-, and out-of-the-money

BeginnerFree5 min read

Moneyness describes where an option’s strike sits relative to the current price of the underlying. It is the first thing to check about any option, because it determines how much of the premium is real value versus pure expectation.

The three zones

Term Call (strike vs. price) Put (strike vs. price)
In-the-money (ITM) Strike below price Strike above price
At-the-money (ATM) Strike ≈ price Strike ≈ price
Out-of-the-money (OTM) Strike above price Strike below price

An in-the-money option has real exercise value right now: a $90 call on a $100 stock could be exercised for an immediate $10. An out-of-the-money option has no exercise value yet — a $110 call on a $100 stock is only worth something if the stock climbs. An at-the-money option sits right at the pivot, where the strike equals the price.

Same stock, three calls

Stock at $100. The $90 call (ITM) is expensive — it already contains $10 of exercise value. The $100 call (ATM) is cheaper and made entirely of time value. The $110 call (OTM) is cheapest of all — a pure bet that the stock climbs above $110. As you move from ITM to OTM, premium falls, leverage rises, and the probability of finishing worthless rises with it.

Why it matters

Moneyness sets the trade-off between cost, leverage, and probability. Deep ITM options behave almost like the stock (high cost, high delta, high odds of finishing in-the-money). Far OTM options are cheap lottery tickets (low cost, low odds). ATM options are the most sensitive to volatility and the purest read on what the market expects — which is exactly why the Nations flagship index, VolDex®, is measured at-the-money.

Common pitfalls

Buying far-OTM options because they’re “cheap.” Cheap reflects low odds. Most far-OTM options expire worthless; the low price is the market pricing that in.

Ignoring that moneyness drifts. As the stock moves, an ATM option becomes ITM or OTM. “At-the-money” is a moment, not a permanent label.

What to do with this

Before trading any option, locate its strike in these three zones — it tells you at a glance how much you’re paying for real value versus expectation, and how likely the option is to pay off. That split between real value and expectation is the next lesson: intrinsic vs. extrinsic value.

Next lesson · continue the courseIntrinsic value vs. extrinsic value →

Keep going

The at-the-money option is the anchor for the Nations indexes. See why VolDex® is measured there.

Why ATM matters most →