Nikkei225&VI, 26-02-09(Mon)

■Nikkei225
Open: 55130.63(+1695.26)
High: 57337.07(+3083.39)
Low: 55018.57(+2068.42)
Close: 56363.94(+2110.26)

■Implied Volatility[Annual%]
Open: 31.85(-6.08)
High: 38.71(-1.4)
Low: 27.28(-9.77)
Close: 35.82(-3.21)

■Historical Volatility[%]
Daily: 1.6
Weekly: 3.6
Monthly: 7.3
Annual:26.0

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

■IV Price Range
Weekly
+σ: 59257(+2893)
-σ: 53612(-2752)
Daily:
+σ: 57640(+1276)
-σ: 55116(-1248)

■HV Price Range
Weekly
+σ: 58988(+2624)
-σ: 54850(-1514)
Daily:
+σ: 57523(+1159)
-σ: 55682(-682)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました