Nations Indexes

Better Ideas. Better Indexes®
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Introducing Options Window®

The Most Intuitive Visualization of Option Prices
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Deconstruct Skew®

At Nations Indexes We Believe You Have to Deconstruct Skew To Understand What Option Markets Are Trying To Tell You.

Introducing TailDex®

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Nations TailDex® (ticker TDEX®)

The Only Measure of the Market's Perceptions Regarding the Likelihood of a Significant Decline in Equity Prices.

Nations CallDex®

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Nations CallDex®

The Only Measure of the Normalized Price of out-of-the-money Call Options.

Better Ideas. Better Indexes.®

Nations PutDex®

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Nations PutDex®

The Only Measure of the Normalized Price of out-of-the-money Put Options.

Nations RiskDex®

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Nations RiskDex®

The Ratio of PutDex to CallDex. RiskDex Provides Insight Into Skew and Perceptions of Risk.

Data Is Power®

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Who We Are

Nations® Indexes is the World’s Leading Independent Developer of Volatility and Option-Enhanced Indexes

Our next generation strategies were created by option professionals to be superior investment vehicles for real, long-term investors. By taking the conflicting needs of option exchanges out of the equation, Nations® can provide superior solutions.

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Introduction

Introduction

Nations® Indexes is the World’s Leading Independent Developer of Volatility and Option-Enhanced Indexes. Options can provide a significant expansion of the patterns of portfolio returns – these patterns are superior to existing strategies. Nations creates these strategies to help investors around the world realize their investing goals.
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Papers

Papers

Why the Nations Indexes Suite of Volatility Indexes is Superior to VIX Nations VolDex measures implied volatility the way practitioners consider it – by focusing on at-the-money options. Volatility indexes which use a wide swath of options conflate the issues of volatility and skew. Nations Indexes has released a new fact sheet detailing the problems inherent in a measure that uses a wide swath of strike prices.
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Data

Data

Download historical data for the entire roster of Nations Volatility Indexes on our Index Values page.
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In the News

Press Release

Our leadership are frequently quoted in the financial media. Check back here for their most recent appearances.

What We Do

Nations Indexes create volatility indexes that express important elements of major option markets. By deconstructing option skew we help investors and traders make better decisions. We also create option strategy indexes that generate superior absolute and/or risk-adjusted returns

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Our Partners

Nasdaq and Solactive Logos

Compliance

All Nations Indexes comply with the international organization of securities commissions (IOSCO) principles for financial benchmarks

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