Insights | Nations Indexes

Your Competitive Edge

If you’re trading stocks in the U.S., staying informed about market volatility isn’t just important—it’s your competitive edge. Here’s why Volatility Insight should be your go-to resource every week:

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Timely Market Analysis

Understand how geopolitical events and macroeconomic trends shape market behavior. With insights on implied volatility and skew metrics, you’ll stay ahead of sudden shifts in sentiment.

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Actionable Data

From VolDex to RiskDex and all the indexes in between, this report offers the precise tools you need to gauge what markets are really saying, identify hedging opportunities, create better trade structures, and time your trades more effectively.

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Comprehensive Coverage

Track the full spectrum of volatility across equities, bonds, and commodities. Whether you’re managing a diversified portfolio or focused on one sector, this newsletter keeps you informed.

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Tailored Strategies

Learn how to leverage metrics like skew and term structure to optimize your trading strategies, whether you’re buying protective puts or executing spread strategies.

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Expert Insights

Benefit from seasoned commentary that connects the dots between current events and market dynamics, guiding your decision-making with clarity and an explicit focus on why certain dynamics are particularly important.

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Visual & Digestible

Packed with clear charts and concise summaries, it’s designed for traders who need quick, actionable insights—no fluff, just facts.

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Educational and Risk-Aware

Whether you’re a seasoned trader or stepping into options for the first time, the commentary balances sophisticated analysis with straightforward explanations to keep you informed without confusion.

What’s in The weekly insight?

If you’re trading stocks in the U.S., staying informed about market volatility isn’t just important—it’s your competitive edge. Here’s why Volatility Insight should be your go-to resource every week:

Market Overview

Discussions on implied volatility trends in major indices like the S&P 500, Nasdaq-100, and Russell 2000.
Analysis of geopolitical events, such as turmoil in the Middle East, affecting market behavior.

Key Metrics and Indexes

Metrics like VolDex (ATM implied volatility), CallDex, PutDex, RiskDex (skew measures), and TailDex are analyzed.
Comparative weekly changes in these metrics with historical context (e.g., 52-week percentiles).

Option Pricing Trends

Insights on option price movements and implied volatility across strike prices using metrics like Option Window®.
Changes in normalized option pricing and skew analysis.

Sector & Asset-Specific Volatility

Volatility analysis of other assets like treasury bonds, gold, and silver, including changes in deep OTM option metrics.
Highlights on significant stock-specific trends within the S&P 500’s top 10 names.

Strategic Commentary

Discussions on investor sentiment, including the Investor Optimism Index.
Commentary on short-term volatility (0DTE and 1DTE options) trends and their implications.

Charts and Data

Visualizations of weekly performance for various volatility indices and other financial metrics.

Educational & Risk Disclosures

Explanations of complex terms and risks associated with options trading for sophisticated investors.

About Scott Nations

Scott Nations is the president and chief investment officer of Nations Indexes, the world’s leading independent developer of volatility and option cost indexes. Nations Indexes grew out of his previous work leading proprietary equity index option trading firms during 25 years as a floor trader at the Chicago Mercantile Exchange.

During that work his team created the Nations Indexes suite of option volatility and option cost indexes including VolDex® (ticker symbol VOLI) which measures implied volatility on the S&P 500 and TailDex® (ticker symbol TDEX) which quantifies how much investors are willing to pay to protect their portfolios.