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 bull call spread

Learning CenterStrategy Library › The bull call spread

The bull call spread

IntermediateFree7 min read

The bull call spread is a defined-risk way to bet on a rise. You buy a call and sell a higher-strike call against it. Selling the upper call cuts your cost — and caps your gain. You give up the unlimited upside of a lone call in exchange for a cheaper trade with a known maximum loss.

Bull call spread — long the $100 call for $5, short the $110 call for $2. Net cost $3; max profit $7 above $110; loss capped at $3.

9095100105110115120−6−4−20246810BE 103Underlying price at expirationProfit / loss ($ per share)

How it is built

Two calls, same expiration: buy the lower strike, sell the higher. Stock at $100: buy the $100 call for $5, sell the $110 call for $2, net debit $3. That $3 is the most you can lose. If the stock climbs to $110 or higher, the spread is worth its full $10 width — a $7 profit. Between $103 (breakeven) and $110 you make a partial gain.

Outlook Moderately bullish
Max profit (Strike width − net debit) = $7/share at or above $110
Max loss Net debit = $3/share, at or below $100
Breakeven Lower strike + net debit = $103
Time decay (theta) Mixed — long and short calls partly offset decay
Why cap the upside?

A lone $100 call costs $5 and needs the stock above $105 just to break even. The spread costs only $3 and breaks even at $103, because the $2 you collected on the short call lowered your cost. The trade-off: your gains stop at $110. If you expect a move to a level rather than a moonshot, paying less and capping there is the better risk-adjusted bet. You’re also less exposed to a volatility crush, since the short call offsets some vega.

When to use it

Use a bull call spread when you’re moderately bullish with a target in mind, and want defined risk. It is especially attractive when implied volatility is high: the short call recovers some of the inflated premium you’re paying on the long call, softening the vega risk that hurts a plain long call.

Common pitfalls

Setting strikes too far apart. A wide spread behaves almost like a lone call — more cost, more risk — defeating the purpose of capping.

Forgetting it’s a defined maximum, reached only at expiration. Before expiry, the spread rarely shows its full value even if the stock is above the upper strike.

What to do with this

A bull call spread is a targeted bullish bet: cheaper than a call, with both profit and loss known in advance. Its bearish twin, built from puts, is next.

The bearish mirror is the bear put spread — defined-risk downside for a debit.

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