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®

Percentile Alerts: When History Says Extreme

Everything! Analytics · Advanced

Free to read

Percentile Alerts: When History Says Extreme

You don't watch the statistics panel all day. You get told when a Nations index crosses the 90th or 10th lifetime percentile on the underlyings you track — then you go look.

The core value of the Everything! statistics is knowing when a reading crosses a historically significant threshold. But you can't monitor every index on every underlying continuously. The Nations alert engine solves that: configure which underlyings and indexes matter, set your percentile thresholds, and let the engine notify you when a crossing occurs.

What triggers an alert

A percentile alert fires when a Nations index's lifetime percentile rank crosses a configured threshold — upward through the 90th (or 75th, or any level you set), or downward through the 10th (or 25th). The engine checks once per day, after the closing-level observation is computed and the statistics are updated. You configure independently for each underlying-index pair you want to watch, so a VolDex® alert on one name and a TailDex® alert on another can each have different threshold levels.

HIGH PERCENTILE ALERTSPY · VolDex® · Lifetime

VolDex® lifetime percentile rank crossed above the 90th percentile. Today's reading is in the top 10% of all historical observations for this underlying. Condition: lifetime_pctile > 90.

LOW PERCENTILE ALERTQQQ · TailDex® · 52-Week

TailDex® 52-week percentile rank crossed below the 10th percentile. Tail protection is historically cheap versus the past year's experience. Condition: wk52_pctile < 10.

Alert fires when the percentile line crosses the threshold time → lifetime percentile rank 90th — HIGH alert threshold 10th — LOW alert threshold HIGH alert fires

When the lifetime percentile rank line crosses the configured threshold — here the 90th — the alert fires and notification is dispatched. The engine watches the crossing so you don't have to monitor the panel daily.

Lifetime vs 52-week alert — which to use

The alert engine supports both lifetime percentile and 52-week percentile thresholds, and they serve different purposes. A lifetime alert fires when a reading is extreme by the full historical record — structurally significant, the kind of reading that has historically been rare. A 52-week alert fires when a reading is extreme relative to the past year only — useful for detecting current-regime extremes even if the lifetime stats are broadly elevated. For most users, lifetime alerts at the 90th and 10th are the primary signal; 52-week alerts are a secondary layer for detecting within-regime extremes.

Multiple indexes, one underlying

The most powerful use of percentile alerts is cross-index confirmation. Configure alerts on VolDex®, RiskDex®, and TailDex® for the same underlying, all at the 90th lifetime percentile. When multiple alerts fire on the same name in the same session, that is a stronger signal than any one index posting an extreme alone — the options market is showing expensive vol, expensive risk premium, and elevated tail pricing simultaneously. Three alerts from three independent indexes on the same name is the kind of event worth examining closely.

Keep in mind

An alert is a heads-up, not a trade instruction. A 90th-percentile crossing says a reading is rare by its own history. It does not say a reversal is imminent or that any particular strategy is warranted. Use the alert to go look — open the Everything! statistics panel, check the history chart, see what prior occurrences looked like. The alert starts the inquiry; the analysis is yours to conduct.

How alerts are delivered

Percentile alerts run on the Nations alert engine, dispatching by email or SMS when a threshold is crossed. Each alert includes: the underlying, the index, the threshold direction (high or low), the current percentile rank, and the computed level. The delivery is the same system that powers Nations' other index alerts — so if you already have notifications configured, percentile alerts layer into the same inbox.

Do it live

Understanding alerts is free. Configuring them on your underlyings requires the tier the underlying needs: ETFs with ETF Analytics, single names with ETF + Equities. Percentile alerts on the full index suite require Everything!.

See plans →

Educational content from Nations Indexes. VolDex®, RiskDex®, TailDex® are marks of Nations Indexes. Alert availability and delivery depend on plan and configuration. Nothing here is investment advice.