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 to Read the Skew Deconstruction Tool

Product Walkthrough

Free to read

How to Read the Skew Deconstruction Tool

Type a ticker, pick a tenor, run. Then read the three numbers in the right order — and dodge the two misreads that trip people up.

The tool takes a live option chain, fits it, and hands you Level, Slope, and Curvature plus the raw curve and its history. Below, every control and output is labeled in the order you actually use it.

1 2 3
Ticker
SPY
Target tenor
30-Day ▾
History
90 Days ▾
Run Deconstruction
Underlying SPY · spot 728.99 · 2026-07-31 expiration (34 days)
Level
17.4%
OI-weighted avg IV
Slope
−1.13
tilt per log-moneyness (put skew)
Curvature
+1.12
smile — wings vs linear fit
4 24201613 IV % OTM putsATMOTM calls Strike (log-moneyness) Nαtions® Indexes
● Raw mid-IV (sized by OI)— Fitted quadratic β₀+β₁x+β₂x²

The live Skew Deconstruction widget, labeled. Numbers map to the guide below. (Shown: SPY, 30-day tenor — Level 17.4%, Slope −1.13, Curvature +1.12.)

What every control does

  1. Ticker, tenor & history. Enter any optionable US equity or ETF. Pick the target tenor (7 to 60 days — it resolves to the nearest listed expiration at or beyond your target) and a history lookback (30–180 days). Then Run.
  2. The three component cards. The headline read. Level (blue) = overall IV height. Slope (red) = the put-vs-call tilt; negative is normal put skew. Curvature (amber) = the smile; higher means the wings are bid. Read them in that order: how expensive, how tilted, how convex.
  3. The snapshot line. Confirms exactly what was deconstructed — the underlying, spot, the resolved expiration, and days to expiry — so you know the curve you're reading is the one you meant.
  4. The IV-skew chart. Raw mid-IV at each matched strike (dots sized by open interest) with the fitted quadratic curve drawn through them. The dots are the market; the gold line is the Level+Slope+Curvature fit. Below it, the residuals show where the market deviates from the fit.
The controlsUnderlyingSPY ▾Target tenor30 dHistory lookback90 dShow fitlive previewevery reading responds to these four inputs

The controls, schematically: pick the underlying, set the target tenor and history lookback, and toggle the fitted curve. Everything downstream responds to these four inputs.

What to look at first

Read it in this order, every time. Level → Slope → Curvature → residuals. Is vol high or low (Level)? Is the put-skew normal, flattening, or steepening versus its history (Slope)? Are the tails unusually bid (Curvature)? And does any single strike stick out (residuals)? Four glances and you know not just that skew moved, but which piece moved — which tells you which trade.

The 30-second routine

Run your name. Read the three cards against their own history. Ask one question: which component is at an extreme? Level → a straddle/vol view. Slope → a risk reversal. Curvature → a butterfly or condor. The component that's stretched is the one with the trade.

A reading orderimplied volOTM putsATMOTM calls1231 Levelhow high?2 Slopehow tilted?3 Curvaturehow bowed?

A reading order: first the height (Level), then the tilt (Slope), then the bow at the wings (Curvature). Each answers a different question about the same curve.

Two common misreads

Misread: "Skew is steep, sell it."
Read it right: Deconstruct first. A "steep" curve can be high Level, steep Slope, or rich Curvature — three different trades. Selling the wrong one is selling the wrong risk.
Misread: Reacting to a big single-strike dot.
Read it right: That's a residual, not the skew. A lone rich strike is usually concentrated open interest, not a regime signal. The components are the fit; the residual is the noise.
Do it live

Reading the tool is free. Running it on your own symbols is the product — ETFs (ETF Analytics), single names (ETF + Equities), full component history (Everything).

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Educational content from Nations Indexes. The annotated figure is a labeled recreation of the live interface for instructional use. Nothing here is investment advice.

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