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 put spread (put credit spread)

Learning CenterStrategy Library › The bull put spread

The bull put spread (put credit spread)

IntermediateFree7 min read

The bull put spread — also called a put credit spread — is a bullish-to-neutral trade that pays you up front. You sell a put and buy a lower-strike put as protection. You keep the net credit if the stock stays up, and the long put caps your loss if it falls. It is the defined-risk way to sell premium.

Bull put spread — short the $100 put for $5, long the $90 put for $2. Net credit $3; max profit $3 above $100; loss capped at $7.

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How it is built

Two puts, same expiration: sell the higher strike, buy the lower. Stock at $100: sell the $100 put for $5, buy the $90 put for $2, net credit $3. That $3 is your maximum profit, kept if the stock finishes at or above $100. If it falls below $90, you lose the $10 width minus the $3 credit = $7 — your capped maximum loss. Breakeven is $97.

Outlook Neutral to bullish
Max profit Net credit = $3/share, at or above $100
Max loss (Strike width − net credit) = $7/share, at or below $90
Breakeven Higher strike − net credit = $97
Time decay (theta) Works for you — net short premium
Getting paid for a range

You think the stock will hold above $100. Rather than buy a call and fight time decay, you sell the $100–$90 put spread for a $3 credit. As long as the stock stays above $100, all three Greeks work with you: theta decays the short put in your favor, and you simply keep the credit. You risk $7 to make $3 — a worse ratio than a debit spread — but you win in three scenarios (up, flat, or mildly down), not just one. High implied volatility fattens the credit, which is why sellers prefer to strike when volatility is rich.

When to use it

Use a bull put spread when you’re neutral to bullish and want to profit from time and a stock simply not falling. It is a favorite when implied volatility is high — you collect a larger credit for the same strikes, and benefit as volatility deflates. Reading whether volatility is elevated is central to timing these credit trades well.

Common pitfalls

Ignoring the risk/reward. Credit spreads often risk more than they can make. A string of small wins can be erased by one loss if you size them carelessly.

Selling when volatility is low. Thin credits give little cushion for the risk you’re taking. Sell premium when it’s rich, not cheap.

What to do with this

A bull put spread pays you to be patient and bullish, with a hard cap on the downside. Its bearish counterpart — selling a call spread — is next.

Its bearish counterpart is the bear call spread — collect premium betting a stock won’t rise.

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