Nikkei225&VI, 25-10-17(Fri)

■Nikkei225
Open: 47820.97(-286.47)
High: 48140.9(-176.44)
Low: 47494.31(-443.41)
Close: 47582.15(-695.59)

■Implied Volatility[Annual%]
Open: 33.59(+3.14)
High: 37.5(+6.53)
Low: 33.21(+2.98)
Close: 35.53(+4.76)

■Historical Volatility[%]
Daily: 1.6
Weekly: 3.5
Monthly: 7.0
Annual:25.0

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.4
Annual:4.8

■IV Price Range
Weekly
+σ: 50004(+2422)
-σ: 45277(-2305)
Daily:
+σ: 48651(+1068)
-σ: 46537(-1045)

■HV Price Range
Weekly
+σ: 49611(+2029)
-σ: 46257(-1325)
Daily:
+σ: 48479(+897)
-σ: 46985(-597)

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