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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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The Quiet Drift — Charm into OPEX

Case Study · Charm into OPEX

Free to read

The Quiet Drift — Charm into OPEX

In a calm week before a big monthly expiration, markets often grind gently higher and then release afterward. A lot of that is charm — the hedging flow that the clock alone generates.

Tier: ETF + EquitiesEvent: a monthly options expirationUnderlying: SPYReading time: 4 min

Vanna is the dramatic flow — the vol-crush melt-up. Charm is the subtle one: a steady hedging drift driven purely by the passage of time. It shows up most clearly in the calm days leading into a big monthly options expiration.

The setup

Markets carry their heaviest open interest at the monthly (third-Friday) expiration. In a quiet week heading into it, with implied vol low and price range-bound, gamma is doing little — but charm is not. As each day passes, the deltas on that big OI book decay, and dealers re-hedge. In the common positioning, that re-hedging is a gentle, persistent bid: the market grinds up a little each session for no headline reason.

The week before OPEX

Low vol, range-bound tape. Charm flow builds as time decays the big OI deltas — a quiet, supportive bid each day.

Into Friday's expiration

Charm intensifies as time-to-expiry shrinks. The drift can firm into a pin near the heaviest strikes — gamma and charm together.

After expiration

The expiring open interest rolls off; the charm (and gamma) support that held the tape together is gone. The market is often freer to move — the post-OPEX release.

Charm drift, then the post-OPEX release OPEX (Fri) quiet charm drift up freer to move after

Illustrative. Into OPEX, charm hedging supplies a steady supportive bid and the tape grinds quietly higher; once the big open interest expires, that support is gone and the market is freer to move. Schematic, not a price chart.

What the charm read showed

The value of the charm profile is timing. It tells you when the supportive flow is strongest (the final days into expiration) and where it's concentrated (the heaviest strikes). That reframes a quiet, grinding tape: it isn't necessarily conviction buying — it can be the clock forcing dealers to bid. And it warns you about the other side of the trade: when that expiration rolls off, the mechanical support disappears, and the post-OPEX window is where pent-up moves often get released.

The lesson

A calm grind into a big OPEX is often charm, not conviction. Know when the support is strongest and when it expires — because the market is usually freer to move once the open interest that pinned it is gone.

Do it live

This case study is free. To watch charm build into an expiration: ETFs with ETF Analytics, single stocks with ETF + Equities, full history via Everything.

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Educational content from Nations Indexes. The OPEX-drift and post-expiration-release dynamics described are widely-discussed market patterns; the figure is an illustrative recreation, not a price chart, and nothing here is investment advice.

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