Nikkei225&VI, 26-01-27(Tue)

■Nikkei225
Open: 52847.54(-175.74)
High: 53334.03(+195.36)
Low: 52637.66(-18.34)
Close: 53333.54(+448.29)

■Implied Volatility[Annual%]
Open: 34.64(-0.03)
High: 34.93(-0.18)
Low: 33.44(+0.51)
Close: 34.14(-0.43)

■Historical Volatility[%]
Daily: 1.4
Weekly: 3.1
Monthly: 6.2
Annual:22.1

■Average Price Change[%]
Daily: 0.3
Weekly: 0.6
Monthly: 1.3
Annual:4.6

■IV Price Range
Weekly
+σ: 55940(+2606)
-σ: 50849(-2485)
Daily:
+σ: 54484(+1150)
-σ: 52208(-1126)

■HV Price Range
Weekly
+σ: 55365(+2032)
-σ: 52043(-1290)
Daily:
+σ: 54233(+899)
-σ: 52753(-581)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました