Nikkei225&VI, 26-01-22(Thu)

■Nikkei225
Open: 53327.39(+1099.31)
High: 53922.53(+1073.75)
Low: 53242.38(+1047.57)
Close: 53688.89(+914.25)

■Implied Volatility[Annual%]
Open: 31.81(-3.71)
High: 32.68(-2.84)
Low: 25.9(-7.47)
Close: 29.61(-4.68)

■Historical Volatility[%]
Daily: 1.3
Weekly: 3.0
Monthly: 6.0
Annual:21.4

■Average Price Change[%]
Daily: 0.4
Weekly: 0.9
Monthly: 1.8
Annual:6.5

■IV Price Range
Weekly
+σ: 55957(+2268)
-σ: 51513(-2176)
Daily:
+σ: 54692(+1003)
-σ: 52704(-984)

■HV Price Range
Weekly
+σ: 55821(+2132)
-σ: 52583(-1106)
Daily:
+σ: 54632(+943)
-σ: 53191(-497)

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