Nikkei225&VI, 25-09-26(Fri)

■Nikkei225
Open: 45634.2(+34.13)
High: 45766.77(-57.92)
Low: 45354.99(-148.32)
Close: 45354.99(-399.94)

■Implied Volatility[Annual%]
Open: 24.47(+0.38)
High: 26.43(+2.09)
Low: 24.41(+0.44)
Close: 25.99(+1.89)

■Historical Volatility[%]
Daily: 0.8
Weekly: 1.9
Monthly: 3.7
Annual:13.4

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.4
Annual:5.2

■IV Price Range
Weekly
+σ: 47033(+1678)
-σ: 43737(-1618)
Daily:
+σ: 46098(+743)
-σ: 44624(-731)

■HV Price Range
Weekly
+σ: 46544(+1189)
-σ: 44839(-516)
Daily:
+σ: 45883(+528)
-σ: 45123(-232)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました