¿La volatilidad del mercado indica inestabilidad?

The video discusses the changes in market volatility from 2017 to the present, highlighting the increase in daily realized volatility and its impact on market participants. It explores the concept of Greek letters in finance, particularly Gamma, and their relevance to market dynamics. The video also analyzes the unique market conditions of 2017, where volatility was low, and contrasts it with the current environment where volatility is more justified.

What changes in market volatility were observed from the end of 2017 to the present?

How did the realized volatility in Q4 of 2017 compare to the current levels?

What role do Greek letters play in understanding market dynamics according to the text?

What was the significance of the VIX closing below 10:40 in 2017?

How has the perception of volatility changed from being too expensive to being justified?