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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Why Historical Context Is the Edge

Everything! Analytics · Foundations

Free to read

Why Historical Context Is the Edge

A raw index level tells you what is happening. Percentile rank and z-score tell you whether it matters — because a reading only means something measured against its own history.

Every Nations index — VolDex®, RiskDex®, TailDex®, TermDex®, and the rest — produces a live reading every day. But a reading without context is nearly useless. A VolDex® reading of 18 on a single name doesn't tell you whether options are expensive or cheap until you know where 18 sits in that underlying's own distribution. That knowledge is historical context, and it is the difference between a number and a signal.

The problem with a raw level

Different underlyings have completely different vol regimes. A VolDex® reading that is historically elevated for one name may be perfectly ordinary for another. Even for the same name, today's level is meaningless without knowing the distribution it comes from — its median, its extremes, its typical range. A raw level answers "what is the reading?" A percentile rank answers "where does this reading sit in everything this index has ever done?" Those are different questions, and the second one is the useful one.

Same level, different meaning — two underlyings Underlying A Underlying B reading: 22 → 88th %ile RICH reading: 22 → 22nd %ile CHEAP

Illustrative. The same index level (22) means something completely different depending on each underlying's own historical distribution. On Underlying A it is near the top of its range (RICH); on Underlying B it is near the bottom (CHEAP). The level is identical; the context is opposite.

Percentile rank — your first context tool

The percentile rank answers: of all the daily readings in this index's history, what fraction were below today's reading? A percentile rank of 90 means today's reading is higher than 90% of all historical readings — genuinely elevated. A rank of 15 means it is lower than 85% of readings — near a historical floor. Percentile rank is always expressed relative to the underlying's own history, so it is automatically cross-comparable across different underlying regimes.

Both lifetime and 52-week percentile ranks are computed. The lifetime rank places today's reading against the full archive back to 2005, spanning multiple market regimes. The 52-week rank compares it only to the past year — relevant when the recent regime has shifted materially from the long run, or when you want to know how elevated something is in the current environment alone.

Z-score — how extreme, in standard-deviation terms

The z-score expresses today's reading as the number of standard deviations above or below the historical mean. A z-score of +2 means today is two standard deviations above average — rare in a normal distribution. A z-score of −1.5 means a reading well below average but not at a historic extreme. Z-scores are more sensitive to the shape of the distribution than percentile ranks, and they are particularly useful when you want to compare how extreme something is across different indexes (e.g., is VolDex® more extreme than TailDex® right now?).

Lifetime vs 52-week: when to use each

Use lifetime statistics when you want to know whether a reading is structurally extreme — historically significant across regimes. A reading at the 95th lifetime percentile is rare by market history, not just by recent experience. Use 52-week statistics when recent-regime comparison is more meaningful — for example, if the market has been in a persistent elevated-vol regime, the lifetime rank might be high for everything. The 52-week rank reveals what is elevated even within that regime. The two lenses together tell you whether something is extreme by history and by recent experience.

The honest caveat

Historical context is exactly that — context, not a forecast. High percentile rank means a reading is rare by its own history. It says nothing about when or whether it will revert. Distributions can shift permanently as markets evolve; a new regime can render lifetime statistics from an earlier era less useful as a reference point. Use the context to calibrate your view, not to mechanically trade against extremes.

Lifetime vs 52-week percentile rank percentile rank (0 = low, 100 = high) 0255075100 Lifetime 52-wk Lifetime 52-wk Index A Index B Lifetime 52-wk Index C — regime shift

Illustrative. Index C shows a case where the 52-week rank is elevated while the lifetime rank is not — the recent regime is historically high relative to the last year, even though the full history suggests this is still the mid-range. The two lenses tell different and complementary stories.

Do it live

The concept is free. Live readings and the analytics tools are available on every tier. Lifetime and 52-week statistics, full daily archive, and CSV download are exclusive to Everything!. ETF coverage starts with ETF Analytics; single names with ETF + Equities.

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Educational content from Nations Indexes. VolDex®, RiskDex®, TailDex®, TermDex® are marks of Nations Indexes. Diagrams are schematic. Nothing here is investment advice.