Nations Option Cost Indexes

Improved and Investable Measures of Option Cost, Implied Volatility, Option Skew, Tail Risk and Term Structure

All Nations Option Cost Indexes use superior methodologies to generate more meaningful measures of option cost, implied volatility, option skew and tail risk and then express those measures in more meaningful, intuitive ways. The Nations family of Option Cost Indexes measure important facets of the option marketplace and do so for a tremendous range of asset classes including the first Option Cost Indexes for fixed income instruments.