Nikkei225&VI, 26-03-11(Wed)

■Nikkei225
Open: 54917.93(+1393.84)
High: 55745.38(+1050.49)
Low: 54882.58(+1395.39)
Close: 55025.37(+776.98)

■Implied Volatility[Annual%]
Open: 42.81(-4.0)
High: 44.39(-3.63)
Low: 40.26(+7.71)
Close: 42.94(+10.39)

■Historical Volatility[%]
Daily: 2.1
Weekly: 4.7
Monthly: 9.3
Annual:33.3

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

■IV Price Range
Weekly
+σ: 58429(+3403)
-σ: 51820(-3205)
Daily:
+σ: 56522(+1497)
-σ: 53568(-1457)

■HV Price Range
Weekly
+σ: 57493(+2467)
-σ: 52382(-2644)
Daily:
+σ: 56115(+1090)
-σ: 53827(-1198)