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.

📊
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.
Explore VolDex®
📈
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.
Explore CallDex®
📉
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.
Explore PutDex®
⚖️
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.
Explore RiskDex®
🦅
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.
Explore TailDex®

The protective put

Learning CenterStrategy Library › The protective put

The protective put

BeginnerFree6 min read

A protective put is insurance for a stock you own. You hold 100 shares and buy one put below the current price. The put pays off if the stock falls, putting a hard floor under your losses while leaving all of your upside intact. Like insurance, it costs a premium — and like insurance, you hope you never need it.

Protective put — long stock at $100 plus the $95 put for $2. Losses stop at the floor; upside is unlimited above the $102 breakeven.

80859095100105110115120−15−10−50510152025BE 102Underlying price at expirationProfit / loss ($ per share)

How it is built

Two pieces: long 100 shares and one long put at your chosen floor. Stock at $100, buy the $95 put for $2. No matter how far the stock falls, you can sell at $95 — so your worst case is a loss to $95 plus the $2 you paid, a floor of $93. Above the floor, you keep every dollar of gains; the only drag is the $2 premium, which lifts your breakeven to $102.

Outlook Bullish, but want downside protection
Max profit Unlimited — full upside above the $102 breakeven
Max loss (Purchase price − strike) + premium = $7/share
Breakeven Purchase price + premium = $102
Time decay (theta) Works against you — you are long the put
Insurance in action

A market shock sends the stock to $80. Without the put you’d be down $20. With the $95 put, you exercise and sell at $95 — your loss is capped at $5 on the shares plus the $2 premium, or $7 total, instead of $20. The put did its job. In a calm market where the stock drifts to $105, the put expires worthless: you paid $2 for peace of mind you didn’t end up needing.

When to use it

Use a protective put when you want to stay invested but limit downside — through an earnings report, a nervous market, or simply to sleep at night on a large position. The cost of protection scales with implied volatility: puts are expensive precisely when fear is high, so buying protection early — before volatility spikes — is far cheaper than buying it in a panic. Watching volatility levels tells you whether insurance is on sale or overpriced.

Common pitfalls

Buying protection after the drop. Once volatility spikes, puts are dear. Insurance is cheapest when you don’t feel you need it.

Over-insuring. Constantly rolling puts can quietly cost more in premium than the losses they prevent. Match the protection to a real risk and horizon.

What to do with this

A protective put trades a known, small cost for protection against a large, uncertain loss. The obvious next question is how to pay for it — which is exactly what the collar does by selling a call to fund the put.

Protection costs premium. The collar pays for that put by selling a call — the next lesson.

Next lesson · continue the courseOn to the collar →