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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 Gamma Squeeze — GameStop, January 2021

Case Study · The Gamma Squeeze

Free to read

The Gamma Squeeze — GameStop, January 2021

When a crowd buys calls fast enough, the dealers who sold them are forced to chase the stock higher to stay hedged. That feedback loop has a name: a gamma squeeze.

Tier: ETF + EquitiesEvent: Jan 2021Underlying: GMEReading time: 5 min

Dealer gamma usually explains how the index calms or accelerates. GameStop is the case where short dealer gamma on a single name became the engine of the move — a self-reinforcing loop visible in the option chain before it was on every front page.

The setup

Through late January 2021, a coordinated retail bid poured into short-dated GameStop calls. The dealers and market-makers on the other side were now short call gamma — and short gamma means hedging with the move. As the stock rose, their delta got shorter, forcing them to buy more stock to stay flat. That buying pushed the stock higher, which made them shorter still, which forced more buying. A loop.

Thu–Mon, Jan 21–25, 2021

Call volume explodes. Dealers accumulate short call gamma and begin hedging by buying stock. The feedback loop starts.

Tue–Wed, Jan 26–27

The squeeze goes vertical — roughly +1,500% on the run, peaking near Jan 27–28. Short-gamma hedging is now a dominant buyer; every up-tick forces more buying.

Thu, Jan 28

Brokers restrict buying; the call bid breaks. The hedging loop stalls and reverses — the accelerant cuts both ways.

Short-call-gamma feedback loop crowd buys calls dealers shortcall gamma dealers buy stockto hedge price rises …makes dealers shorter → buy more

Each turn of the loop forces more dealer buying, which lifts price, which deepens the short-gamma hedge. The same mechanism unwinds violently when the call bid stops.

What the gamma read flagged

You didn't need the news to see it. A name with explosive short-dated call open interest and spot pressing up through those strikes is a name where dealer hedging has turned pro-trend. On the tool, that shows as deeply short-gamma positioning with the heaviest gamma stacked at call strikes just overhead — the configuration of an accelerant, not a shock absorber.

The lesson

A gamma squeeze is short dealer gamma made visible. Heavy call open interest plus spot rising into it means hedging is buying the stock for you — until it isn't. The loop that lifts can reverse just as fast.

Do it live

This case study is free. To watch dealer gamma on a single name like GME you need ETF + Equities; replay the full GEX history with Everything.

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Educational content from Nations Indexes. Event facts (the squeeze dates, the ~1,500% run, the trading restrictions) are historical and verifiable. The gamma description characterizes how dealer hedging likely behaved; the figure is schematic, and nothing here is investment advice.

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