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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What is an option

Learning CenterOptions Foundations › What is an option

What is an option

BeginnerFree6 min read

An option is a contract. It gives the owner of the option the right, but not the obligation, to buy or sell a fixed amount of an underlying asset at a predetermined price on or before a predetermined date at which point the option expires. That single sentence contains everything — the rest is detail.

There are two types of options. A call option gives the owner of the option the right to buy the underlying asset at the predetermined price. A put option gives the owner of the option the right to sell the underlying at the predetermined price. That predetermined price is the strike price, often called the exercise price. The date at which the option expires is the expiration date.

The buyer of the option will pay the seller of the option for the right inherent in the option. The amount paid for the option is the premium and it is quoted per share of the underlying. In U.S. equity and ETF options, one option contract controls 100 shares of the stock or ETF, so a premium quoted at $2.00 costs a total of $200 to buy.

Rights and obligations

The key asymmetry is between the buyer and the seller. The buyer (the owner) holds a right and can walk away if it is worthless — the most they can lose is the premium they paid. The seller (or “writer”) took the premium up front and has taken on an obligation: if the buyer exercises, the seller must deliver. That is why selling options carries different, sometimes much larger, risk than buying them.

A concrete call

A stock trades at $100. You buy one 30-day $105 call for a $2.00 premium ($200 total). You now have the right to buy 100 shares at $105 any time before expiration. If the stock finishes at $115, your right to buy at $105 is worth $10/share — $1,000 — against the $200 you paid. If the stock finishes below $105, the right is worthless and you simply lose the $200. Your loss is capped; your upside is not.

Why options exist

Several motives drive option trading. Hedging: a put option is insurance — it pays the owner when the underlying falls in price, protecting a portfolio. Leverage: options allow a trader to take a leveraged view on direction or on volatility. Income: options allow an option seller to earn premium for providing leverage or protection to others. This occurs when an investor sells a covered call or a cash-secured put. The same option contract can be a hedge or provide leverage or generate income to one party and be another of those three to the other party.

Importantly, an option — or an option combined with a position in the underlying — can result in a payoff profile that is not just “more” than a position in the underlying alone but “different and better” than a position in the underlying alone. This is the real power of options.

Common pitfalls

Thinking a call is just “cheap stock.” An option expires. Unlike shares, it can go to zero purely because time ran out, even if you were right about direction but too early.

Forgetting the 100× multiplier. A premium that looks like $2 is $200 per contract. Position sizing in options is easy to get wrong by a factor of 100.

Assuming selling is symmetric to buying. A buyer risks a known premium; an uncovered seller can face far larger losses. Rights and obligations are not the same trade.

What to do with this

Anchor on the one sentence: a right, not an obligation, to buy (call) or sell (put) at a set strike by a set date, for a premium, on 100 shares. Every strategy in this Learning Center is built by combining calls and puts, bought and sold, at different strikes and dates. The next lesson makes the buyer/seller split concrete with the four positions everything else is made of.

Next lesson · continue the courseLong vs. short: the four basic positions →

Keep going

Once options make sense, Volatility 101 shows you how to read what the options market is actually pricing — free, in six short lessons.

Start Volatility 101 →