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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How to read a payoff diagram

Learning CenterOptions Foundations › How to read a payoff diagram

How to read a payoff diagram

BeginnerFree6 min read

A payoff diagram is the single most useful picture in options. It plots your profit or loss at expiration (vertical axis) against the price of the underlying (horizontal axis). Learn to read one and you can size up any strategy at a glance — where it makes money, where it loses, and how much of each.

The anatomy

Three features tell you almost everything: the breakeven (where the line crosses zero — the price at which you neither make nor lose), the kinks (each bend sits exactly at a strike price, where the payoff changes slope), and the flat sections (where profit or loss is capped). An arrow at either end means the line keeps going — unlimited profit or loss in that direction.

The four basic positions

Here are the four building blocks from earlier, drawn on a $100 stock with a $100 strike and a $5 premium. Notice the mirror symmetry: the long and short versions are reflections across the zero line.

Long call — capped loss (the $5 premium), unlimited upside above the $105 breakeven

708090100110120130−15−10−505101520253035BE 105Underlying price at expirationProfit / loss ($ per share)

Long put — capped loss (the premium), profit as the stock falls below the $95 breakeven

708090100110120130−15−10−505101520253035BE 95Underlying price at expirationProfit / loss ($ per share)

Short call — capped profit (the premium collected), unlimited loss above $105

708090100110120130−35−30−25−20−15−10−5051015BE 105Underlying price at expirationProfit / loss ($ per share)

Short put — capped profit (the premium), loss as the stock falls below $95

708090100110120130−35−30−25−20−15−10−5051015BE 95Underlying price at expirationProfit / loss ($ per share)

Reading them

The two long positions have a floor: the most you can lose is the premium, so the line flattens at −5 and the arrow points to open-ended profit. The two short positions are their mirrors: profit is capped at the premium collected (the line flattens at +5) while the loss arrow runs open-ended against you. In every case the bend is at the $100 strike and the breakeven is the strike offset by the premium.

Why the picture beats the words

Ask “what happens to a long call if the stock is at $103 at expiration?” The diagram answers instantly: $103 is above the $100 strike but below the $105 breakeven, so the option is worth $3 of intrinsic value against the $5 paid — a $2 loss. You didn’t need a formula; you read it off the line. Multi-leg strategies, where four legs interact, are where payoff diagrams become indispensable.

Common pitfalls

Confusing the strike with the breakeven. They’re different: the kink is at the strike, but you don’t start profiting until the premium is recovered, which is the breakeven.

Forgetting the diagram is “at expiration.” Before expiration, extrinsic value rounds off the kinks. The sharp corners appear only on the last day.

What to do with this

For any strategy you consider, sketch or pull up its payoff diagram first. Find the breakevens, the max profit, and the max loss before you trade — the whole risk picture is in the shape. Every strategy lesson in this library includes one. The final foundation: what actually moves these premiums day to day.

Next lesson · continue the courseWhat drives an option’s price →

Keep going

Every strategy in the library ships with its own payoff diagram. Start with the covered call.

Explore the Strategy Library →