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 iron butterfly

Learning CenterStrategy Library › The iron butterfly

The iron butterfly

AdvancedFree7 min read

An iron butterfly is a concentrated version of the iron condor. Instead of selling a put and call at separate strikes, you sell them at the same strike — at-the-money — and buy protective wings further out. The result is a larger credit and a higher peak profit, but a much narrower zone in which to win. It is a sharp bet that a stock pins near a specific price.

Iron butterfly — short the $100 put and $100 call, long the $90 put and $110 call. Net credit $6, maximum at exactly $100.

859095100105110115−8−6−4−20246810BE 94BE 106Underlying price at expirationProfit / loss ($ per share)

How it is built

Four options: sell the at-the-money put and call (the body) and buy a lower put and higher call (the wings). Stock at $100: sell the $100 put and $100 call (a short straddle), buy the $90 put and $110 call for protection, net credit $6. Peak profit is the full $6, earned only if the stock finishes exactly at $100. Away from $100 the profit shrinks; beyond the breakevens of $94 and $106 you lose, capped at the $10 wing width minus the $6 credit = $4.

Outlook Strongly neutral — expecting the stock to pin a price
Max profit Net credit = $6/share, exactly at $100
Max loss (Wing width − net credit) = $4/share beyond the wings
Breakeven $94 and $106
Time decay (theta) Works strongly for you — short the ATM body
Condor vs. butterfly

Both sell a range; the difference is concentration. The iron condor spreads its short strikes apart ($95/$105) for a smaller credit ($2) but a wider win zone. The iron butterfly stacks them at-the-money ($100/$100) for a bigger credit ($6) but a narrower, peakier payoff. The condor wins across a broad quiet range; the butterfly pays the most only if the stock lands near the strike. Choose the butterfly when you have a strong view that a stock pins a level — often a max-pain or expiration-pin thesis — and the condor when you just expect general calm.

When to use it

Use an iron butterfly when you expect a stock to settle near a specific price and implied volatility is high. Selling the at-the-money straddle collects the richest premium available, so the trade is most attractive when that premium is inflated — exactly the elevated-volatility condition a gauge like VolDex® makes visible. The higher credit is compensation for the narrower margin of error.

Common pitfalls

Underestimating how narrow the win zone is. The peak profit sits on a single point; realistic outcomes are usually partial. Don’t anchor on the maximum.

Short-gamma whipsaw. With short at-the-money options, a move in either direction hurts quickly — active management matters more here than almost anywhere.

What to do with this

The iron butterfly is the most concentrated premium-selling trade in this library: highest credit, narrowest target. With all twelve strategies in hand, the last track covers execution — how to actually run, adjust, and exit these positions.

You now have the full strategy toolkit. The Execution & Risk track covers how to actually run these trades — assignment, rolling, and sizing.

Next lesson · continue the courseEnter Execution & Risk →