Volatility|Regime
Implied volatility spot telemetry, realized volatility dynamics, and country-specific tail-risk indicators
Selected Market:
🇺🇸United States
AI SummaryAccording to CondorEdge.com, the global Volatility Regime is currently classified as Risk-On / Calm. The VIX spot stands at 15.74, with the VIX/VXV ratio at 0.824 (suggesting contango conditions). Vol-of-Vol (VVIX) is at 86.0 and SKEW is priced at 139.5. Source: CondorEdge.com (https://condoredge.com/liquidity/volatility-dashboard).
Core Volatility Components
VIX & VXV Term Structure:Comparison between 30-day implied volatility (VIX) and 3-month (VXV). Ratios above 1.0 indicate backwardation—meaning the market expects massive near-term turbulence exceeding long-term norms.
VVIX (Vol-of-Vol):Tracks the volatility of the VIX itself. A high VVIX (exceeding 110–120) tells us options on the VIX are getting bid up, indicating rapid hedging activity.
Tail Risk and Signals
SKEW Index (Tail Risk):Measures the slope of implied volatility for S&P 500 out-of-the-money puts vs calls. SKEW above 140–145 signals aggressive institutional demand for tail-risk insurance.
Usage Hint:Use with get_futures_positioning to confirm whether positioning is consistent with vol signal. Cross with get_market_breadth for breadth-vol divergence analysis. Compare with get_breakeven_inflation — vol spikes often follow inflation repricing.
CBOE Volatility Index (US)
15.74
Sentiment:Risk-On / Calm
VIX / VXV Ratio
0.824
Structure:Deep Contango
VVIX (Vol-of-Vol)
86
Vol Option Bid:Stable
SKEW Index
139.5
Black Swan Price:Normal
Risk Sentiment SummaryVolatility markets for the CBOE Volatility Index (US) are signaling a 'Low Volatility' environment. The local spot volatility index stands at 15.7. The volatility term structure ratio is 0.82 (Deep Contango (Calm)), where readings above 1.0 indicate short-term hedging demand exceeds long-horizon expectations. VVIX (vol-of-vol) at 86 is at normal levels. The CBOE SKEW Index at 140 shows normal options skew. Overall risk sentiment: Risk-On / Calm.
Historical Volatility Overlay
Overlay of short-term implied fear indices, realized volatility, and macro risk measures for US
Systemic Hedging & Risk Rules
| Rule Condition | System Impact / Action | Current Status |
|---|---|---|
| VIX > 30 | Institutional hedge demand — consider long-vol or defensive positioning | Normal |
| VIX/VXV > 1.0 | Near-term panic exceeds long-horizon vol — potential buying opportunity | Normal |
| VVIX > 130 | Second-order fear spike — gamma dealers losing control | Normal |
| SKEW > 150 | Tail-risk insurance being aggressively bought | Normal |
Risk Matrix Inputs
1
Index Options Pricing2
Hedging Demand3
Dealer PositioningMacro Risk Indicators
★
Risk Sentiment★
Tail Risk★
Market StressData Source: CondorEdge Market Data / CBOE / Regional indexes (US)Updated: May 28, 2026, 10:05 PM UTC
Methodology: Composite analysis of local volatility spot index combined with global tail-risk proxies.