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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Tails Repriced — March 2020

Case Study · Tails Repriced

Free to read

Tails Repriced — March 2020

The COVID crash is the clearest example of the Option Window screaming: the whole surface lifted and the wings exploded as the market repriced tail risk in real time.

Tier: ETF + EquitiesEvent: Feb–Mar 2020Underlying: SPYReading time: 5 min

Level tools told you vol was high in March 2020. The Window told you something more useful day by day: which part of the surface was being repriced, and how violently. And the answer, again and again, was the tails.

The setup

The S&P 500 peaked on February 19, 2020 with an ordinary surface. Over the next five weeks COVID drove the fastest 30% drawdown on record, with four market-wide circuit breakers between March 9 and 18. On the Window, those sessions didn't show a polite parallel lift — they showed the entire curve jumping, with the put wing repricing up the most as the market paid any price for crash protection.

Wed, Feb 19, 2020

Market tops. The Window is quiet — a flat curve near zero, nothing being repriced.

Mon, Mar 9 → Wed, Mar 18

Circuit breakers. The Window lifts across the whole surface and the put wing explodes higher — tail risk repriced day after day.

Mon, Mar 23

Closing low, −34% from the peak. The curve is still strongly positive on the put side; the surface is being re-marked richer into the bottom.

Late Mar → April

As backstops land, the Window flips: broad negative repricing as the panic premium drains back out.

A crash session — the wings explode 0% % change vs prior close −3σ−1σATM+1σ put wing repriced up hardest calls lift less

Illustrative. The whole surface repriced higher (broad vol bid) with the put wing lifting the most — the signature of tail risk being repriced. Schematic, not a price chart.

What the Window flagged

The shape was the message. A broad lift said vol was being bid everywhere; a put wing that lifted more than the body said the market was specifically paying up for the tail — skew widening and TailDex® rising, visible as a one-day change before it accumulated into the headline indexes. And when the curve finally flipped negative in late March, the Window was among the first places the relief showed up.

The lesson

In a crash, "vol is high" is obvious. The Window adds the useful part: the tails are what's being repriced right now — and it shows the exact day that repricing turns around.

Do it live

This case study is free. To replay the Window across the crash you need the surface history — single names via ETF + Equities, full export via Everything.

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Educational content from Nations Indexes. Event facts (the Feb 19 top, the −34% drawdown, the circuit breakers) are historical and verifiable. The figure is an illustrative recreation, not a price chart, and nothing here is investment advice.

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