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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The bear put spread

Learning CenterStrategy Library › The bear put spread

The bear put spread

IntermediateFree6 min read

The bear put spread is the bull call spread’s mirror image — a defined-risk bet that a stock will fall. You buy a put and sell a lower-strike put to cheapen it. Your downside profit is capped at the lower strike, and your loss is limited to the net premium paid.

Bear put spread — long the $100 put for $5, short the $90 put for $2. Net cost $3; max profit $7 below $90; loss capped at $3.

80859095100105110−6−4−20246810BE 97Underlying price at expirationProfit / loss ($ per share)

How it is built

Two puts, same expiration: buy the higher strike, sell the lower. Stock at $100: buy the $100 put for $5, sell the $90 put for $2, net debit $3. If the stock falls to $90 or below, the spread reaches its full $10 width for a $7 profit. Your maximum loss is the $3 paid, which happens if the stock stays at or above $100. Breakeven is $97 — the upper strike minus what you paid.

Outlook Moderately bearish
Max profit (Strike width − net debit) = $7/share at or below $90
Max loss Net debit = $3/share, at or above $100
Breakeven Upper strike − net debit = $97
Time decay (theta) Mixed — long and short puts partly offset decay
A defined-risk short

You expect a stock to slide from $100 toward $90 on weak guidance, but shorting the stock outright carries unlimited risk if you’re wrong. The bear put spread caps that risk at $3 while paying $7 if you’re right to $90. Compared with buying a lone $100 put for $5, the spread costs less and breaks even sooner ($97 vs. $95) — you simply surrender the profits below $90, which you didn’t expect anyway.

When to use it

Use a bear put spread when you’re moderately bearish with a downside target and want capped risk instead of an open-ended short. As with the bull call spread, it is friendlier than a lone put when implied volatility is elevated, because the short put offsets some of the rich premium and vega you’d otherwise pay.

Common pitfalls

Confusing it with selling puts. A bear put spread is a debit — you pay to be bearish. Selling puts is bullish. Get the direction of the cash flow right.

Choosing strikes below where you expect the stock to land. Profit maxes at the lower strike; set it near your target, not far past it.

What to do with this

The bear put spread gives you downside exposure with a floor under your risk. Next, the same bullish and bearish views — but structured to collect premium up front rather than pay it.

Same directions, opposite cash flow: the credit spreads collect premium instead of paying it.

Next lesson · continue the courseOn to the bull put spread →