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 condor

Learning CenterStrategy Library › The iron condor

The iron condor

AdvancedFree8 min read

An iron condor is a market-neutral income trade — a bet that a stock stays in a range. It combines a bull put spread and a bear call spread into one position, collecting premium from both sides. You profit if the stock does nothing, with risk capped on each wing. It is the signature strategy of premium sellers.

Iron condor — short the $95 put and $105 call, long the $90 put and $110 call. Net credit $2, kept if the stock stays between $95 and $105.

859095100105110115−5−4−3−2−101234BE 93BE 107Underlying price at expirationProfit / loss ($ per share)

How it is built

Four options, all same expiration — two spreads around the current price. Sell the $95 put, buy the $90 put (a bull put spread) and sell the $105 call, buy the $110 call (a bear call spread). Stock at $100, net credit $2. You keep the full $2 if the stock finishes between $95 and $105. Outside the short strikes you begin to lose, capped at the $5 wing width minus the $2 credit = $3 on either side. Breakevens are $93 and $107.

Outlook Neutral — expecting a quiet, range-bound market
Max profit Net credit = $2/share, between $95 and $105
Max loss (Wing width − net credit) = $3/share on either side
Breakeven $93 and $107
Time decay (theta) Works strongly for you — net short four options
Selling the range

You expect a stock to drift sideways for the next month. The iron condor pays you $2 to define a $95–$105 profit zone, with disaster insurance from the long wings. Every quiet day, theta erodes the short options in your favor. The trade wins in the most likely outcome — not much happens — which is its appeal. But note the math: you risk $3 to make $2, so a single breached condor can undo several winners. This is the classic short-volatility, short-gamma income profile: steady small gains, punctuated by occasional larger losses when the market moves.

When to use it — and the volatility read

Use an iron condor when you expect a range-bound market and elevated implied volatility. High implied volatility does two things for you: it fattens the credit, and it means the market is overpricing movement you don’t expect to materialize. This is precisely the read the Nations indexes deliver — when VolDex® shows implied volatility running rich relative to what you think the stock will actually do, selling a condor harvests that gap. Selling condors in low volatility is the classic mistake: thin credits, little cushion, poor odds.

Common pitfalls

Selling condors in low volatility. The credit is too small to justify the risk, and there’s no cushion when the stock moves.

Holding a tested wing to expiration. Short-gamma losses accelerate near the strikes; managing or closing early is usually wiser than hoping.

What to do with this

The iron condor sells a range for income, winning when markets are calm and implied volatility is generous. Its tighter, higher-stakes sibling — the iron butterfly — is the final strategy lesson.

The iron butterfly is the condor’s tighter, higher-premium sibling — the last strategy lesson.

Next lesson · continue the courseOn to the iron butterfly →