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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:
🇬🇧United Kingdom
AI Summary

According to CondorEdge, the Volatility Regime for FTSE 100 Volatility Index (UK) is currently classified as Cautious. The spot volatility index stands at 15.21, with the 30-day realized volatility of the benchmark index at 7.33% (implied-to-realized ratio at 2.075). Source: CondorEdge.com (https://condoredge.com/liquidity/volatility-dashboard?country=uk).

United Kingdom 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.
FTSE 100 Volatility Index (UK)
15.21
Sentiment:Cautious
30D Realized Volatility
7.33%
Index Benchmark:FTSE 100
Implied / Realized Ratio
2.075
Pricing Spread:Extreme Fear Premium
Risk Sentiment SummaryVolatility markets for the FTSE 100 Volatility Index (UK) are signaling a 'Low Volatility' environment. The local spot volatility index stands at 15.2. The 30-day realized volatility of the benchmark index is 7.3%, resulting in an Implied-to-Realized volatility ratio of 2.08 (Extreme Fear Premium). Overall risk sentiment: Cautious.

Historical Volatility Overlay

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

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 sellers⚠️ ACTIVE
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 (UK)Updated: Aug 27, 2026, 03:06 AM UTC
Methodology: Composite analysis of local volatility spot index and 30-day realized volatility.