Nikkei225&VI, 26-03-12(Thu)

■Nikkei225
Open: 54387.9(-530.03)
High: 54733.08(-1012.3)
Low: 53796.01(-1086.57)
Close: 54452.96(-572.41)

■Implied Volatility[Annual%]
Open: 44.96(+2.15)
High: 46.28(+1.89)
Low: 42.65(+2.39)
Close: 44.37(+1.43)

■Historical Volatility[%]
Daily: 2.0
Weekly: 4.5
Monthly: 9.0
Annual:32.2

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

■IV Price Range
Weekly
+σ: 57936(+3483)
-σ: 51179(-3274)
Daily:
+σ: 55984(+1531)
-σ: 52964(-1489)

■HV Price Range
Weekly
+σ: 56598(+2145)
-σ: 51725(-2728)
Daily:
+σ: 55402(+949)
-σ: 53216(-1237)