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CondorEdgehttps://condoredge.com/termsSource: CondorEdge.com

Volatility|Regime

Implied volatility spot telemetry, realized volatility dynamics, and country-specific tail-risk indicators

Selected Market:
🇩🇪Germany
AI Summary

According to CondorEdge, the Volatility Regime for VDAX-NEW (Germany) is currently classified as Risk-On / Calm. The spot volatility index stands at 15.03, with the 30-day realized volatility of the benchmark index at 15.85% (implied-to-realized ratio at 0.948). Source: CondorEdge.com (https://condoredge.com/liquidity/volatility-dashboard?country=de).

Germany Volatility AI Summary & TelemetryCondorEdge ResearchCondorEdgehttps://condoredge.com/termsSource: CondorEdge.com — Institutional Macro Terminal

Core Volatility Components

Implied Volatility Spot:The market-implied 30-day forward volatility for the local stock index (e.g. VSTOXX, VDAX, VFTSE). Derived from options pricing to reflect future volatility expectations.
30-Day Realized Volatility:The annualized historical volatility calculated from the actual daily price returns of the benchmark equity index over a rolling 30-day window.

Volatility Risk Premium

Implied / Realized Ratio:Compares options-implied fear with actual index movements. Ratios below 0.9 indicate options underpricing, while ratios above 1.2 suggest options sellers are capturing an attractive fear premium.
Usage Hint:Use with get_market_breadth for breadth-vol divergence analysis. Compare local implied vol against 30D realized volatility to gauge options premium expensiveness.
VDAX-NEW (Germany)
15.03
Sentiment:Risk-On / Calm
30D Realized Volatility
15.85%
Index Benchmark:DAX
Implied / Realized Ratio
0.948
Pricing Spread:Normal Premium
Risk Sentiment SummaryVolatility markets for the VDAX-NEW (Germany) are signaling a 'Low Volatility' environment. The local spot volatility index stands at 15.0. The 30-day realized volatility of the benchmark index is 15.8%, resulting in an Implied-to-Realized volatility ratio of 0.95 (Normal Premium). Overall risk sentiment: Risk-On / Calm.

Historical Volatility Overlay

Overlay of short-term implied fear indices, realized volatility, and macro risk measures for DE

Systemic Hedging & Risk Rules

Rule ConditionSystem Impact / ActionCurrent Status
Implied Vol > 30Institutional hedge demand — consider long-vol or defensive positioningNormal
Implied / Realized Ratio < 0.9Realized movement exceeds implied pricing — options underpriced relative to actual trendNormal
Implied / Realized Ratio > 1.35High implied premium over realized vol — options overpriced, favorable for premium sellersNormal
Risk Matrix Inputs
1
Index Options Pricing
2
Realized Index Volatility
3
Volatility Risk Premium
Macro Risk Indicators
★
Risk Sentiment
★
Volatility Risk Premium
★
Market Stress
Data Source: CondorEdge Market Data / CBOE / Regional indexes (DE)Updated: Jul 13, 2026, 12:32 AM UTC
Methodology: Composite analysis of local volatility spot index and 30-day realized volatility.