T3 Index

T3 Index is a research driven financial indexing firm. We specialize in volatility and option benchmarking and are dedicated to developing investible, proprietary indices that track related strategies across a range of asset classes. These powerful tools can help transform the way you invest and manage your risk.

The SPIKES Volatility index measures the expected 30-day volatility in the SPDR S&P 500 ETF (SPY), one of the most actively traded securities in the world.


The VSPIKES Volatility of Volatility index measures the expected 30-day volatility in the SPIKES volatility index.


The YLDVOL (Yield Volatility) Indices are a measure of expected annualized movement in the yield of the EURO and USD


E8 is a first-of-its-kind index that is comprised of the 8 largest Emerging Market countries weighted by FX turnover, GDP and trade.

Bit Vol

The Bit Vol Index measures the expected 30-day implied volatility derived from tradable Bitcoin option prices

Milkshake Index

The Milkshake volatility index measures the expected 30-day implied volatility from tradable Whole milk powder (WMP) option prices on NZX.

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About T3 Index

Our volatility innovations can both generate returns and protect them

Established in 2009, T3 Index is a research-driven provider that specializes in developing innovative volatility and option related indices across asset classes.

The advent of volatility derivatives has profound implications for portfolio construction best practice, and our mission is to leverage the potential that only volatility as an asset can provide to help investors improve their portfolios.

T3 Index is led by Simon Ho. CEO and founder. Our indices are engineered to reflect the conventions of the underlying market; enhancing its potential utility. Through volatility product innovation we aim to develop tools that give investors greater flexibility in both generating returns and protecting them.

SPIKES® and YLDVOL® are registered Trademarks of T3I Pty Ltd

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