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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Implied-Move Alerts: When an Event Gets Pricey

Implied-Move Calendar · Advanced

Free to read

Implied-Move Alerts: When an Event Gets Pricey

You don't watch the term structure all day. You get told when a kink crosses a threshold on the names you care about.

A kink in the implied-move term structure is a threshold event: the event-expiration's implied move has stepped far enough above the smooth baseline to represent a meaningful premium over diffusive drift. That threshold is exactly the kind of crossing the Nations alert engine is built to monitor — so the chart watches itself and tells you when something worth examining has appeared.

What the alert watches

The alert engine monitors the implied-move term structure for each subscribed underlying in near-real time. It tracks two conditions: first, whether the kinked expiration's implied move has risen above a user-defined threshold (absolute percentage move, or multiple of the surrounding smooth baseline); second, whether an upcoming event has crossed within a configurable number of days. When either condition is met, the engine fires.

RICH KINK ALERTAAPL · 21-day expiry

The implied move at the earnings expiration has crossed above 1.8× the smooth baseline — event premium is notably elevated versus surrounding expirations. Condition: kinked implied move ÷ baseline implied move > threshold.

EVENT APPROACHINGSPY · FOMC in 5 days

A known event (FOMC decision) falls inside the nearest expiration window and is now 5 days away — the kink is building. Condition: named event ≤ user-set day threshold, kink visible in term structure.

Alert triggers: kink-to-baseline ratio crosses the threshold time → (kink building into event) kink ÷ baseline ratio alert threshold (e.g. 1.8×) alert fires kink collapses (post-event)

The ratio of the kinked expiration's implied move to the smooth baseline rises as the event approaches and premium builds. When it crosses the alert threshold (dashed amber), the engine fires. After the event resolves, the ratio collapses — the alert does not re-fire on the way down unless reset.

Alert types

Two alert types are available. The kink-ratio alert fires when the kinked expiration's implied move reaches a specified multiple of the smooth baseline — useful for catching unusually rich event pricing before you have to decide whether to sell it. The event-proximity alert fires when a named event on the calendar is a configurable number of days away and a kink is present — useful for prompting you to look at a setup before premium peaks and liquidity thins.

How it is delivered

Alerts run on the Nations alert engine and dispatch by email or SMS when a condition is met. The engine polls the live option chain on a schedule matched to market hours. Alerts can be set per-underlying, per-event-type, and per-expiration horizon. Configuration is available in the alert-management panel of the tool.

Alert ≠ trade

A kink-ratio alert tells you that event premium has become elevated. It is a heads-up to look, not a signal to act. The premium may be rich for a good reason — an unexpectedly large earnings whisper, a policy decision with unusual uncertainty. Use the alert to pull up the calendar and evaluate; then decide whether the edge is real.

Do it live

Understanding alerts is free. Setting them on your names rides the tier the underlying needs — ETFs with ETF Analytics, single names with ETF + Equities.

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Educational content from Nations Indexes. VolDex® is a registered mark of Nations Indexes. Alert availability and delivery depend on plan and configuration. Nothing here is investment advice.