Nikkei225&VI, 26-03-13(Fri)

■Nikkei225
Open: 53587.3(-800.6)
High: 54065.31(-667.77)
Low: 53286.69(-509.32)
Close: 53819.61(-633.35)

■Implied Volatility[Annual%]
Open: 46.17(+1.21)
High: 48.94(+2.66)
Low: 42.96(+0.31)
Close: 45.8(+1.43)

■Historical Volatility[%]
Daily: 2.0
Weekly: 4.5
Monthly: 9.0
Annual:32.3

■Average Price Change[%]
Daily: -0.3
Weekly: -0.8
Monthly: -1.5
Annual:-5.5

■IV Price Range
Weekly
+σ: 57377(+3557)
-σ: 50483(-3337)
Daily:
+σ: 55382(+1563)
-σ: 52301(-1519)

■HV Price Range
Weekly
+σ: 55878(+2059)
-σ: 51048(-2772)
Daily:
+σ: 54731(+911)
-σ: 52562(-1258)