Nikkei225&VI, 25-10-23(Thu)

■Nikkei225
Open: 48866.58(-385.45)
High: 48866.58(-591.7)
Low: 48399.05(-214.65)
Close: 48641.61(-666.18)

■Implied Volatility[Annual%]
Open: 30.56(+0.92)
High: 31.2(+0.29)
Low: 27.42(+1.77)
Close: 27.42(-2.03)

■Historical Volatility[%]
Daily: 1.7
Weekly: 3.9
Monthly: 7.7
Annual:27.6

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.4
Annual:5.1

■IV Price Range
Weekly
+σ: 50542(+1900)
-σ: 46813(-1829)
Daily:
+σ: 49482(+841)
-σ: 47815(-826)

■HV Price Range
Weekly
+σ: 50917(+2276)
-σ: 47136(-1505)
Daily:
+σ: 49646(+1005)
-σ: 47963(-679)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました