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®

Trade Setups & Strategy

Learning Center › Trade Setups & Strategy

Trade Setups & Strategy

IntermediateFree to read8 min read

A reading is not a trade. Knowing that RiskDex® is at the bottom of its range, or that TailDex® has spiked while the tape stays calm, is only the first step — the edge comes from turning that observation into a structured, sized, exit-planned position you can repeat. This page lays out the repeatable checklist Nations traders use to get from signal to trade, then walks two classic setups so you can see the checklist in action.

The repeatable checklist

Every disciplined volatility trade runs through the same six steps. Skipping any one of them is where most losing trades are actually lost.

  1. Read the level. Start with VolDex® and the term structure. Is overall volatility high or low, and is the curve calm (contango) or bracing (flat/inverted)? This sets the backdrop for everything else.
  2. Read the composition. Break the level apart with CallDex®, PutDex®, RiskDex®, and TailDex®. Is the demand leaning to downside or upside? Is the tail bid up? The composition often disagrees with the level — and that disagreement is usually the opportunity.
  3. Put it in context. A reading only means something against its own history. Check the percentile: is this genuinely an extreme for this name, or ordinary? Extremes revert; middling readings don’t.
  4. Choose the structure. Match the option structure to the view. Cheap skew argues for buying the wing that’s underpriced; rich tail argues for selling it (defined-risk); an event mispricing argues for a straddle or calendar around the date. The structure should express the specific edge, not just direction.
  5. Size to the regime. Position size is risk management, not an afterthought. Size down in a stressed, short-gamma regime where moves amplify; size up in a calm one. A volatility target keeps risk constant as conditions change.
  6. Plan the exit first. Define the invalidation and the target before you enter — where the thesis is wrong (the reading normalizes, or the event passes) and where it’s realized. Volatility trades decay with time and event dates, so the exit is on a clock.

Two worked setups

Setup 1 · Cheap skew

Trading a RiskDex® extreme

When RiskDex® falls toward the bottom of its historical range, the usual downside premium has compressed — puts are unusually cheap relative to calls. If nothing fundamental justifies that complacency, the setup is to own the underpriced downside: a put spread or a collar that pays off if fear returns and skew re-steepens. The checklist keeps you honest — you only take it when the percentile confirms a real extreme, you size it to the regime, and you plan to exit when RiskDex® reverts to normal rather than waiting for a crash that may not come.

Setup 2 · Rich tail

Fading an elevated TailDex®

The mirror image: when TailDex® spikes to the top of its range, the market is paying up for deep crash protection — sometimes long after the actual risk has passed. Fading that means selling the overpriced tail in defined-risk form (a put spread rather than a naked put), collecting the rich premium while capping the disaster case. Context is everything here: you fade an elevated tail only when the percentile says it is genuinely stretched and the catalyst that drove it has cleared, and you size small because the thing you’re short is, by definition, a crash.

Common pitfalls

The two mistakes that sink setup trading are trading the level instead of the composition — reacting to a high VolDex® without asking where the demand actually is — and ignoring context, treating every reading as actionable when only the extremes revert reliably. The checklist exists to force both questions before capital is committed. And because these are volatility trades, the clock matters: a thesis that’s right but slow can still lose to decay, which is why the exit plan is step six, not an afterthought.

What to do with this

Use the checklist as a gate. Before any volatility trade, walk the six steps out loud: level, composition, context, structure, size, exit. If any step is blank — you can’t name the percentile, or you haven’t defined the invalidation — the trade isn’t ready. Repeating that discipline is what turns scattered good reads into a process with a measurable hit rate.

Next lesson · continue the courseGlossary →

See it live

The checklist and the setup logic are free to learn. Subscribers get the live version: the current percentile for every index and name, worked trade setups as conditions trigger them, and a searchable archive of past setups with the readings that produced them — plus the backtester and position sizer to test and size each idea before risking capital.

See plans & pricing →