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 Vanna & Charm Tool

Vanna & Charm · Foundations

Free to read

How to Read the Vanna & Charm Tool

Two profiles by strike — one for vol flow, one for time flow. Read where each is concentrated and which way it points. Three moves.

The tool maps net dealer vanna and net dealer charm across strikes for your chosen underlying. Here's how to work it.

What every control does

Pick the ticker and an expiration. The Net Dealer Vanna by Strike chart shows how much hedging flow a move in implied vol will generate at each strike; the Net Dealer Charm by Strike chart shows the flow that the passage of time generates. Positive and negative bars indicate the direction dealers must trade — the same standard sign convention used for gamma (long calls, short puts).

Two profiles, by strike Net Dealer Vanna Net Dealer Charm bars by strike → where the vol-flow and time-flow are concentrated

The vanna profile shows where a vol move generates hedging; the charm profile shows where time does. The biggest bars are the strikes that matter.

What to look at first

Three passes. First, concentration: which strikes carry the biggest vanna and charm? Those are where the flows will be strongest. Second, the sign and direction: which way must dealers trade as vol falls (vanna) or as time passes (charm)? In the common setup, both lean toward buying — the source of vanna rallies and charm drift. Third, proximity to expiration: charm flow intensifies as the date approaches, so a near OPEX makes the charm profile far more potent.

Two common misreads

Misread — "Price isn't moving, so there's no flow." Vanna and charm don't need price to move — a vol slide or the clock alone generates hedging. A flat tape can hide heavy vanna/charm buying.
Misread — "This is the same as gamma." It isn't — gamma reacts to price, vanna to vol, charm to time. Read it alongside dealer gamma, not instead of it.
Do it live

Reading the chart is free. To pull your own: ETFs with ETF Analytics, single stocks with ETF + Equities, full by-strike data via Everything.

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Educational content from Nations Indexes. Vanna and charm exposures are regime heuristics estimated from open interest. The figures above are illustrative. Nothing here is investment advice.

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