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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Density Alerts: When the Distribution Shifts

Risk-Neutral Density · Advanced

Free to read

Density Alerts: When the Distribution Shifts

You don't watch a density curve all day. You get notified when the left tail inflates, when bimodality emerges, or when the implied probability of a key price zone crosses a threshold.

The risk-neutral density changes shape as the options market reprices. A tail that fattens overnight, a distribution that was unimodal this morning and bimodal by the close, an implied probability of finishing below a specific level that just crossed 20% — these are events worth knowing about. The Nations alert engine is built to watch for exactly this kind of threshold crossing on the density, so the chart watches itself.

What you can be alerted on

Density alerts are configured around three types of shape events. First, tail-inflation alerts: the left-tail probability mass — the area of the density below a defined downside strike — crosses a threshold you set. If the density assigns more than your threshold probability to a large decline, the alert fires. Second, skew-shift alerts: the asymmetry of the density changes materially, signaling that the market's fear of one tail has changed overnight. Third, bimodality alerts: the density develops a second local maximum — a new hump appears — signaling that a binary event has entered the pricing horizon.

TAIL ALERTSPY · 30-day

Left-tail probability (density area below −15% strike) crossed above threshold. The market is assigning meaningfully more probability to a large decline than it was. Condition: CDF(spot × 0.85) > alert level.

BIMODAL ALERTTicker · 21-day

A second local maximum has appeared in the risk-neutral density. A binary event may be entering the pricing horizon. Condition: second density peak detected above minimum height threshold.

Tail-inflation alert — threshold crossing time → left-tail probability mass alert threshold alert fires here

The left-tail probability mass (area of the density below the alert strike) rises over time. When it crosses the threshold, the alert fires. The engine watches this continuously so you get the notification at the crossing, not a day later.

How it is delivered

Density alerts run on the same Nations alert engine that powers the index and vol-cone alerts — polling on a scheduled basis and dispatching by email or SMS when a condition is met. The density conditions are additive to that system: a new class of trigger computed from the Breeden–Litzenberger pipeline already running on-site. Alert configuration specifies the underlying, the expiration tenor, the alert type, and the threshold level.

Keep in mind

An alert is a prompt to look, not an instruction to trade. A tail-inflation alert tells you the market has repriced a tail — it doesn't tell you whether the repricing is justified or excessive. Open the tool, read the full shape, then decide.

Do it live

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