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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How to Read the Event Vol Tool

Event Vol Isolation · Foundations

Free to read

How to Read the Event Vol Tool

Set the inputs, read the split between baseline and events, and check which catalysts your tenor actually spans. Three moves.

The tool takes a VolDex® reading and deconstructs it into the diffusive baseline and the scheduled events inside the window. Here's how to work it.

What every control does

Set the deconstruction inputs — the underlying and the tenor (typically 7 or 30 days). The VolDex® Deconstruction then shows the total implied reading split into the event-stripped baseline (diffusive vol) and the contribution of each scheduled event — FOMC, CPI, PCE, NFP, earnings — that falls inside that tenor. Each event is listed with its date and a flag for whether your tenor actually spans it.

The deconstruction, at a glance Underlying / TenorSPY · 30d Total VolDex®19.0% Event-stripped baseline15.2% Event vol (FOMC + CPI)+3.8 Spanned by tenor?FOMC ✓ · CPI ✓ · NFP ✗

Total VolDex® splits into the baseline and the events your tenor spans. Here NFP falls outside the 30-day window, so it contributes nothing.

What to look at first

Three passes. First, the split: how much of the total is baseline versus events? A reading that's mostly events is "expensive" for a reason that will vanish at the print. Second, the which events: is the premium a Fed meeting, an earnings date, a CPI — each behaves differently. Third, the spanning flags: are you accidentally counting an event that's outside your tenor, or missing one just inside it? The window's edges are where mistakes hide.

Two common misreads

Misread — "Implied is high, vol is elevated." Maybe it's just an FOMC in the window. Read the baseline — that's the durable number.
Misread — "There's a CPI next week, so it's priced in." Only if your tenor spans it. Check the spanning flag before assuming the event is in your option's price.
Do it live

Reading the chart is free. To pull your own: ETFs with ETF Analytics, single stocks with ETF + Equities, full deconstruction history via Everything.

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Educational content from Nations Indexes. VolDex® is a registered mark of Nations Indexes. The figures above are illustrative. Nothing here is investment advice.

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