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 the Sizing Math Works

Vol-Targeted Position Sizer · Advanced

Free to read

How the Sizing Math Works

Realized vol, inverse-vol scaling, regime percentiles, and the Nations-index multiplier — the complete recipe behind the number the tool delivers.

The size the tool delivers is not a heuristic — it is the output of three computations applied in sequence. This page walks through each one exactly.

Step 1 — Realized volatility

The tool computes the underlying's realized volatility as the annualized standard deviation of daily log returns over a trailing window — by default the last 30 trading days, scaled by √252 to express it in annual terms. This is the same calculation as the Volatility Cones tool. The result is a single number: how much the underlying has actually moved, annualized, over the recent past.

Realized vol: annualizing daily returns σ = √252 · stdev( ln(Pₕ / Pₕ₋₁) ) trailing 30-day window daily log returns → std dev → × √252 → annualized realized vol

Each realized-vol reading is the annualized standard deviation of the daily return series inside the trailing window. The √252 factor puts it in the same annual units as implied vol readings.

Step 2 — Inverse-vol position size

Given the realized vol σ and the user's per-position volatility target T (as a decimal, e.g., 0.01 for 1%), the full position notional is:

notional = capital × (T / σ)

If capital is $100,000, the target is 1%, and realized vol is 20%, the notional is $100,000 × (0.01 / 0.20) = $5,000 — a 5% allocation. If realized vol doubles to 40%, the notional halves to $2,500. That inverse relationship is the mechanism: higher vol → smaller notional → same expected risk contribution.

Step 3 — Realized-vol percentile

The tool measures the trailing-year realized-vol percentile — where today's 30-day realized vol sits in the distribution of all 30-day realized-vol readings over the past 252 trading days. A reading at the 92nd percentile means that only 8% of the trailing year saw realized vol this high. Percentile-in rather than level is what matters: a 20% realized vol at the 90th percentile signals a stressful regime; 20% at the 40th percentile signals a normal one — the number is the same, but the regime interpretation is different.

Step 4 — Regime classification and the multiplier

The tool combines three inputs to classify the regime: the realized-vol percentile, the current VolDex® 30-day implied vol, and the RiskDex® reading. The Nations indexes are live: VolDex® is the clean at-the-money implied vol at the 30-day tenor; RiskDex® measures the risk premium in the options market. Their combination distinguishes a market where realized vol is high but implied is catching up (genuine stress) from one where implied is already collapsing (stress subsiding).

Regime classification → multiplier Calm pctile < 40th multiplier ≈ ×1.0 Elevated pctile 40th–75th multiplier ≈ ×0.70 Stressed pctile > 75th multiplier ≈ ×0.45 Adjusted size = (capital × T / σ) × regime_multiplier VolDex® 30d and RiskDex® calibrate the boundary between Elevated and Stressed

The regime determines the multiplier. Calm conditions let the full inverse-vol size run; Stressed conditions cut gross exposure by more than half. The Nations indexes calibrate the boundaries in real time.

Step 5 — Shares

Converting notional to shares is the final step: shares = adjusted notional / current price. The tool pulls the live price and rounds to the nearest whole share (or lot, depending on the underlying). The share count, not the notional, is what you enter in your order ticket.

Rebalancing as vol changes

Vol-targeted sizing is not set-and-forget. As the underlying's realized vol changes — which it does, sometimes rapidly — the target notional changes with it. The tool is designed to be re-run periodically: at minimum, when the regime classification changes; ideally weekly for active positions. If a calm-regime position is still on when the regime flips to Stressed, the correct action is to trim to the new adjusted size, not wait for the position to do the trimming for you.

Key caveats

Vol-targeting equalizes the expected risk contribution of each position at the time of sizing. It cannot prevent gap risk — overnight or weekend moves that skip the target entirely. It also doesn't account for correlation: a book of ten equally-sized tech positions is not ten independent risks. And it is not a stop-loss: once a position is on, realized losses can exceed the vol-implied target if the market moves before a rebalance.

Do it live

The methodology is free. To run the full calculation on live data: ETFs via ETF Analytics, single stocks via ETF + Equities. The Nations-index regime feed — VolDex® 30d, RiskDex®, and the full multiplier table — is included with Everything.

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Educational content from Nations Indexes. VolDex® and RiskDex® are registered marks of Nations Indexes. Realized-vol estimates carry known look-back dependence; figures are schematic. Nothing here is investment advice.