Nikkei225&VI, 26-01-21(Wed)

■Nikkei225
Open: 52228.08(-1120.51)
High: 52848.78(-559.57)
Low: 52194.81(-658.09)
Close: 52774.64(-216.46)

■Implied Volatility[Annual%]
Open: 35.52(+4.17)
High: 35.52(+1.79)
Low: 33.37(+2.02)
Close: 34.29(+1.45)

■Historical Volatility[%]
Daily: 1.3
Weekly: 2.9
Monthly: 5.9
Annual:20.9

■Average Price Change[%]
Daily: 0.4
Weekly: 0.8
Monthly: 1.7
Annual:5.9

■IV Price Range
Weekly
+σ: 55365(+2591)
-σ: 50305(-2469)
Daily:
+σ: 53918(+1143)
-σ: 51656(-1119)

■HV Price Range
Weekly
+σ: 54795(+2020)
-σ: 51679(-1096)
Daily:
+σ: 53669(+894)
-σ: 52282(-493)

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