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 covered call

Learning CenterStrategy Library › The covered call

The covered call

BeginnerFree7 min read

The covered call is the most widely used options strategy, and the usual first trade for a stock owner. You own 100 shares and sell one call against them, collecting premium. In exchange for that income, you cap your upside above the strike. It is a way to get paid for a stock you already hold.

Covered call — long 100 shares at $100, short the $105 call for $2. Upside caps at the strike; the breakeven drops to $98.

80859095100105110115120−25−20−15−10−5051015BE 98Underlying price at expirationProfit / loss ($ per share)

How it is built

Two pieces: long 100 shares (your existing position) and one short call at a strike above the current price. Here the stock is at $100 and you sell the $105 call for $2. That $2 premium is yours to keep no matter what. If the stock stays below $105, the call expires worthless and you keep the shares and the premium. If it rises above $105, your shares are called away at $105 — you still profit, but you gave up the gains above the strike.

Outlook Neutral to modestly bullish
Max profit (Strike − purchase price) + premium = $7/share at or above $105
Max loss Substantial — the stock can fall to zero, cushioned only by the $2 premium
Breakeven Stock purchase price − premium = $98
Time decay (theta) Works for you — you are short the call
Two outcomes

Stock ends at $103: the $105 call expires worthless. You keep your shares (now worth $103), plus the $2 premium — effectively $105 of value on a $100 cost. Stock ends at $112: you are assigned and sell at $105. You made $5 on the shares plus $2 premium = $7, but forfeited the $7 of gains above $105. The covered call always wins in calm-to-mild markets and always underperforms a runaway rally.

When to use it

Use a covered call when you are neutral to mildly bullish on a stock you own and happy to sell it at the strike. It suits sideways or slowly rising markets, and it pairs especially well with elevated implied volatility — richer premiums mean you are paid more for the same capped upside. This is where reading volatility matters: selling calls when implied volatility is high, not low, is what separates a good covered call from a mediocre one.

Common pitfalls

Selling calls on a stock you’re not willing to lose. If assignment would upset you — taxes, conviction, a dividend — choose a higher strike or skip the trade.

Ignoring the downside. The premium cushions only a small drop. A covered call is not protection; if the stock falls hard, you still own it.

What to do with this

Think of the covered call as renting out your shares: you collect income now in exchange for a ceiling on gains. Its risk profile is identical to a cash-secured put — the next lesson — which does the same thing from the other side, getting paid to buy.

The mirror-image income trade is the cash-secured put — get paid to buy a stock you want.

Next lesson · continue the courseOn to the cash-secured put →