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 problem with VIX — and a cleaner way

Learning CenterVolatility 101 › The problem with VIX — and a cleaner way

The problem with VIX — and a cleaner way

BeginnerFree7 min read

The VIX is the most famous volatility gauge in the world, and for a rough temperature check it is fine. But as a precise instrument it has real problems — and understanding them is the fastest way to see why the Nations approach exists.

First, VIX blends everything together. It rolls up options across a wide range of strikes and two expirations into one figure, which means the cost of downside puts, upside calls, and tail hedges are all mashed into a single number. When VIX rises, you cannot tell why from VIX alone — is it fear of a crash, demand for upside, or a broad repricing? The signal you most want is exactly the one it averages away. Second, its construction pulls in far out-of-the-money strikes that are thin, noisy, and prone to distortion, so the headline number can jump for reasons that have little to do with the market’s central expectation. And third, there is no clean, comparable VIX equivalent for individual stocks, sectors, or other asset classes.

A worked example

Same VIX move, opposite meaning

VIX jumps from 14 to 20. Why? VIX cannot say. Deconstruct it with the Nations family and the answer is immediate. If PutDex® and TailDex® spiked while CallDex® stayed flat, RiskDex® is up — this is downside and crash fear, a defensive repricing. But if CallDex® jumped just as much, it is a broad repricing of movement in both directions, a very different market.

Same six-point move on the headline gauge; two opposite stories underneath. The blended number can only gesture at “volatility is up”; the pieces tell you what actually happened.

The cleaner way is to measure one well-defined thing at a time. Anchor on the at-the-money level (VolDex®), then measure the pieces around it — upside call cost (CallDex®), downside put cost (PutDex®), the skew between them (RiskDex®), and the price of tail protection (TailDex®) — each as its own precise, comparable index, and each available across a wide range of underlyings.

Common pitfalls

Treating VIX as precise. It is a temperature check, not a scalpel — useful for a glance, not for knowing what the market is actually pricing.

Trading a single name off an index gauge. VIX describes the S&P 500; it says nothing specific about the stock in front of you.

Reading a VIX spike as “crash coming.” Without the composition, a spike could be upside demand or a broad repricing, not fear at all.

It is worth being precise about what VIX actually is: a 30-day constant-maturity estimate interpolated from two S&P 500 expirations, built from a wide strip of out-of-the-money options. Every one of those design choices — index-only, two expiries, a broad strike strip — trades specificity for one convenient headline. The Nations family makes the opposite trade: one precise question per index.

What to do with this

Use VIX as a headline glance, then deconstruct it: read the at-the-money anchor and the pieces around it to see what repriced, not merely that something did. That is the whole point of the Nations family — and the next track walks through reading each index in turn.

Next lesson · continue the courseReading the Nations Indexes →

See it live

See the whole family — VolDex®, CallDex®, PutDex®, RiskDex®, TailDex® — deconstruct a move the instant it happens, live inside ETF Analytics.

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