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 Curve: Level, Wings & Skew

Option Window · Foundations

Free to read

Reading the Curve: Level, Wings & Skew

Four shapes carry almost everything the Option Window has to say. Learn them and the chart reads in a second.

The Window is a single curve: percent change in the normalized, constant-30-day price across moneyness. Its shape tells you what was repriced. Here are the four you'll see most.

FLAT — no repricingpremiums barely moved BROAD LIFT — vol bidwhole surface richer WINGS DROP — tails repricedfar OTM got cheaper LEFT STEEPENS — skew widensputs richer vs calls

The four signatures: flat (nothing repriced), a parallel lift or drop (level — broad vol bid or crush), wings moving (tail risk repriced), and a steepening left side (skew widening). Most real days are a blend.

Level — the parallel move

When the whole curve lifts or drops together, the market repriced level — overall vol got more or less expensive across the board. A broad lift is a vol bid (often fear entering); a broad drop is a vol crush (often relief after a feared event passes). This is the VolDex® story, seen as a one-day change.

Wings — the tails

When the far-OTM ends move differently from the body, the market repriced the tails. Wings lifting means crash or melt-up protection is being bid; wings dropping means tail fear is draining and the far options are getting cheaper. This is the TailDex® story in motion.

Skew — the tilt

When the left side moves more than the right — puts repricing up relative to calls — skew is widening. The reverse, a right side catching up, is skew flattening (or a call bid, as in a squeeze). This is the Slope / RiskDex® story as a daily change.

The one-sentence read

Parallel move = level (vol bid or crush). Wings = tails. Left-vs-right = skew. Read which one dominated and you know what the market actually repriced today.

Do it live

The framework is free. To read live shapes on a name: ETFs with ETF Analytics, single stocks with ETF + Equities, full surface via Everything.

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Educational content from Nations Indexes. VolDex®, RiskDex®, and TailDex® are registered marks of Nations Indexes. Diagrams are schematic. Nothing here is investment advice.

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