Nikkei225&VI, 26-03-23(Mon)

■Nikkei225
Open: 52468.72(-1819.08)
High: 52479.81(-1853.21)
Low: 50688.76(-2501.42)
Close: 51515.49(-1857.04)

■Implied Volatility[Annual%]
Open: 49.52(+7.67)
High: 53.61(+9.63)
Low: 40.93(+6.13)
Close: 40.93(+5.86)

■Historical Volatility[%]
Daily: 2.3
Weekly: 5.2
Monthly: 10.4
Annual:37.3

■Average Price Change[%]
Daily: -0.5
Weekly: -1.2
Monthly: -2.4
Annual:-8.7

■IV Price Range
Weekly
+σ: 54548(+3033)
-σ: 48651(-2864)
Daily:
+σ: 52850(+1335)
-σ: 50214(-1301)

■HV Price Range
Weekly
+σ: 53614(+2098)
-σ: 48304(-3212)
Daily:
+σ: 52443(+928)
-σ: 50054(-1462)

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