Nikkei225&VI, 26-03-17(Tue)

■Nikkei225
Open: 54286.26(+658.4)
High: 54388.43(+404.92)
Low: 53482.59(+368.64)
Close: 53700.39(-50.76)

■Implied Volatility[Annual%]
Open: 38.57(-6.37)
High: 39.39(-6.56)
Low: 33.0(-7.79)
Close: 33.0(-9.5)

■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:-4.5

■IV Price Range
Weekly
+σ: 56235(+2535)
-σ: 51280(-2420)
Daily:
+σ: 54819(+1119)
-σ: 52604(-1096)

■HV Price Range
Weekly
+σ: 55819(+2119)
-σ: 51016(-2684)
Daily:
+σ: 54638(+938)
-σ: 52483(-1217)