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 collar

The collar

IntermediateFree6 min read

A collar combines the two hedging trades into one: you own the stock, buy a put for downside protection, and sell a call to pay for it. The result is a position boxed in on both sides — a floor beneath you and a ceiling above — often for little or no net cost. It is the classic way to protect a large, appreciated holding cheaply.

Collar — long stock at $100, long the $95 put, short the $110 call. Protected below $95, capped above $110, for a small net debit.

80859095100105110115120125−10−5051015BE 101Underlying price at expirationProfit / loss ($ per share)

How it is built

Three pieces: long 100 shares, one long put below the price (the floor), and one short call above the price (the ceiling that funds it). Stock at $100: buy the $95 put for $2, sell the $110 call for $1, net cost $1. Below $95 you’re protected; above $110 your shares are called away; in between you ride the stock. The short call’s premium offsets most of the put’s cost — that is the whole idea.

Outlook Cautiously bullish; protecting gains
Max profit (Call strike − purchase price) − net debit = $9/share at or above $110
Max loss (Purchase price − put strike) + net debit = $6/share
Breakeven Purchase price + net debit = $101
Time decay (theta) Roughly neutral — long put and short call partly offset
Protecting a winner

You bought at $70 and the stock is now $100 — a big gain you don’t want to give back before a volatile earnings season. A collar buying the $95 put and selling the $110 call, for a net $1, locks your outcome into a $95–$110 band. You can’t lose more than a few dollars, you can’t gain more than to $110, and it cost almost nothing. For a concentrated position you’re unwilling to sell outright, that trade-off is often exactly right.

When to use it

Use a collar to protect an appreciated position you don’t want to sell — for tax reasons, conviction, or timing. It shines around known risk events and for concentrated holdings. A “zero-cost collar,” where the call premium fully pays for the put, is a common goal; the strikes you can achieve for free depend on the volatility skew between puts and calls.

Common pitfalls

Setting the ceiling too low. A tight short call funds a cheap put but caps your upside hard — you may be called away in a rally you wanted to keep.

Forgetting the call can be assigned early around dividends, ending the position sooner than planned.

What to do with this

A collar is protection you barely pay for, at the price of a capped upside. With hedging covered, the next four lessons turn to pure directional bets built from two options — the vertical spreads.

Now to pure directional trades. The bull call spread is a cheaper, defined-risk way to be bullish.

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