Nikkei225&VI, 26-03-06(Fri)

■Nikkei225
Open: 54674.6(-529.56)
High: 55686.56(-933.42)
Low: 54513.43(-396.9)
Close: 55620.84(+342.78)

■Implied Volatility[Annual%]
Open: 47.04(+5.6)
High: 48.6(-0.49)
Low: 39.73(+9.53)
Close: 41.05(+8.98)

■Historical Volatility[%]
Daily: 1.8
Weekly: 4.0
Monthly: 7.9
Annual:28.4

■Average Price Change[%]
Daily: 0.1
Weekly: 0.3
Monthly: 0.5
Annual:1.9

■IV Price Range
Weekly
+σ: 58905(+3284)
-σ: 52520(-3101)
Daily:
+σ: 57066(+1445)
-σ: 54212(-1409)

■HV Price Range
Weekly
+σ: 58027(+2406)
-σ: 53603(-2017)
Daily:
+σ: 56684(+1063)
-σ: 54709(-911)