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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Level, Slope & Curvature: The Three Pieces of Skew

The Skew · Components

Free to read

Level, Slope & Curvature: The Three Pieces of Skew

One IV curve, three independent stories. Learn to read each piece — and which Nations index it drives.

The skew curve plots implied volatility against strike (or log-moneyness — puts on the left, calls on the right). The deconstruction fits that curve and pulls out three orthogonal numbers. Here's what each one looks like, what moves it, and what it means for your trade.

The height
LEVELthe curve’s heightSLOPEthe curve’s tiltCURVATUREthe bow at the wings

Skew deconstructed into three independent shapes — the curve’s height (Level), its tilt (Slope), and its smile (Curvature). Each moves for different reasons.

Level

The overall height of the curve — OI-weighted average IV across strikes. The "parallel shift," and the biggest driver of skew change over time. Rises when fear rises.

Drives: VolDex® (ATM level).
The tilt
Level — the whole curve liftsimplied volOTM putsATMOTM callscalm (dashed) → stressed (solid)parallel shift up

Level is the height of the IV curve. When fear rises, the entire curve shifts up in parallel — that’s a Level move.

Slope

The linear tilt — IV per unit of log-moneyness. Almost always negative in equities (puts richer than calls). Flattens in rallies, steepens under stress.

Drives: RiskDex® (put-vs-call tilt).
The smile
Slope — the tilt steepens or flattensimplied volOTM putsATMOTM callsflatter (rally)steeper put-skew (stress)

Slope is the tilt. The more negative the Slope, the steeper the put-skew — puts richer than calls. It flattens in rallies, steepens under stress.

Curvature

The second-order "smile" — how bid the wings are beyond the straight-line tilt. High curvature = the tails are priced at a premium; the market is paying for the extremes.

Drives: TailDex® (3-sigma OTM put).
What's left
Curvature — the wings bow upimplied volOTM putsATMOTM callslinear fit (Level + Slope)both wings bid above the line

Curvature is the smile — far-OTM options on both sides bid above the straight-line tilt. High Curvature is the signature of priced tail risk.

Residuals

Whatever Level, Slope, and Curvature don't explain — idiosyncratic, strike-level mispricing. A big residual often flags a supply/demand pocket at one strike (or a data quirk).

Watch: concentrated open interest.
Why orthogonal matters

The three are extracted so they don't overlap — a move in Slope doesn't contaminate your read on Curvature. That's the whole point: a single "skew" number blends all three, so you can't tell whether the curve steepened because vol rose, because puts got bid, or because the wings blew out. Each one points to a different trade.

Residuals — what the fit leaves overimplied volOTM putsATMOTM callsfitted curvelarge residual = OI quirk, not a regime

Residuals are what the three components don’t explain — strike-by-strike noise. A big residual usually means concentrated open interest, not a regime signal.

Reading the three together

The combination is the regime. Level up, Slope steepening, Curvature spiking is classic stress — the COVID-2020 signature. Slope flattening toward zero while Level explodes is a demand-for-calls melt-up — the meme-squeeze signature. Curvature rich while Slope and Level are calm means the market is quietly paying for tails without an obvious directional fear. You only see those distinctions because the pieces are separated.

Do it live

Free to read. Pull the three components on any name — ETFs (ETF Analytics), single stocks (ETF + Equities), full component history (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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