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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Unlocking Greater Profits: How Our CallDex Can Boost Earnings

by | Mar 24, 2025 | Education

 

In the ever-evolving world of financial investments, finding strategies that enhance your profits is key. If you’re an investor familiar with covered calls, you know that selling these options can be a lucrative way to generate income. But what if there was an index that could make you an even better seller of covered calls and, ultimately, help you make more money? Let’s explore how our innovative CallDex can be a game-changer for your investment portfolio.

Understanding Covered Calls

Before diving into the specifics of our index, it’s essential to understand the basics of covered calls. This strategy involves holding a long position in a stock and selling call options on the same asset to generate additional income. It’s an approach that can benefit investors by providing extra earnings when the stock price remains steady or experiences modest appreciation.

Introducing Our CallDex

Imagine having access to a tool that enhances your ability to time the market, optimize your returns, and minimize risks associated with the covered call strategy. Our Covered Call Index is designed to do just that. By leveraging market trends and strategic insights, this index empowers you to make informed decisions on your covered calls.

Boosting Your Earning Potential

Leveraging our Covered Call Index can transform how you approach selling options. The index provides valuable intelligence, allowing you to refine your strategy and optimize returns. It’s not just about reacting to the market but anticipating movements and positioning yourself for success.

Why Choose Our Index?

– Proven Strategies: Our index is built upon tried-and-tested methodologies that have been developed to enhance return potentials while managing risks.

  

– Ease of Use: You don’t need to be a seasoned expert to benefit from the index. Our user-friendly platform is designed for investors of all experience levels.

  

– Real-Time Data: Stay ahead with insights that reflect current market conditions, enabling you to make timely and informed decisions.

Conclusion

For investors looking to elevate their covered call strategy, our Covered Call Index offers a unique opportunity to maximize earnings and achieve greater portfolio success. By integrating this advanced tool into your investment strategy, you can anticipate market changes, reduce risks, and ultimately, enhance your income streams. Embrace the future of investing, and take control of your financial destiny with our Covered Call Index.

For those eager to learn more about covered calls and how our index can benefit you, visit our resources or contact our team for further assistance.

📞 312-265-6500  ·  support@nationsindexes.com
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