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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Reading the Cone: Percentiles, RICH & CHEAP

Volatility Cones · Foundations

Free to read

Percentiles, RICH & CHEAP

The cone is five lines and one dot. Learn what each line means and the whole chart reads in a glance.

Every horizon on the cone summarizes years of realized-volatility readings as five numbers. Stack those five across the seven horizons and you get the bands; drop today's implied vol on top and you get the verdict.

The five lines

At each horizon the tool sorts every historical realized-vol reading and marks five points: the minimum, the 25th percentile, the median, the 75th percentile, and the maximum. The median is the typical reading. The 25th–75th band is the "normal" middle half of the time. Min and max are the historical extremes — the calmest and the most violent that window has ever been.

One horizon, five percentile marks annualized vol maximum — calmest never, wildest ever75th percentilemedian (typical)25th percentileminimum normal middle half VolDex® here → RICH

A single horizon as a column: the shaded box is the 25th–75th band, the white line is the median, the outer ticks are min and max. Where today's VolDex® implied dot lands against those marks is the entire read.

RICH and CHEAP

Now the dot. When VolDex® implied vol pushes above the 75th percentile at a horizon, that horizon is tagged RICH — options are expensive relative to what this underlying has actually delivered, and a vol seller is being paid up. Below the 25th is CHEAP — realized vol has usually run hotter than this, so protection is on sale and a vol buyer has the edge. Between the two it's fairly priced, and there's no vol edge either way.

The one-sentence read

RICH = implied is high versus this asset's own realized history (favor selling premium). CHEAP = implied is low versus history (favor owning it). The percentile, not the raw number, is the signal.

Why the cone embodies mean reversion

Volatility doesn't trend forever — it reverts. The cone is a picture of that. A reading pinned to the maximum line rarely stays there; a reading on the floor rarely stays there either. That's why RICH and CHEAP are actionable: they mark the points where the next move in vol is more likely to be back toward the median than further into the extreme. The narrowing of the cone at longer horizons is the same fact in another form — over a year, vol almost always averages out near its median.

The 7-day versus the 30-day

Because each horizon has its own yardstick, the relationship between horizons carries information too. If the 7-day is RICH but the 30-day is fair, the market is paying up for near-term event risk and not much beyond it — a front-loaded cost structure. Reading the short window against the longer one exposes a term structure of cost, the realized-vol cousin of what the VolDex® Term Structure tool shows on the implied side.

Do it live

The framework is free. To see live RICH/CHEAP tags on a name: ETFs with ETF Analytics, single stocks with ETF + Equities, full history via Everything.

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Educational content from Nations Indexes. VolDex® is a registered mark of Nations Indexes. Diagrams are schematic. Nothing here is investment advice.

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