Nikkei225&VI, 26-03-24(Tue)

■Nikkei225
Open: 52380.6(-88.12)
High: 52701.99(+222.18)
Low: 51645.15(+956.39)
Close: 52252.28(+736.79)

■Implied Volatility[Annual%]
Open: 44.84(-4.68)
High: 49.67(-3.94)
Low: 36.35(-4.58)
Close: 36.35(-4.58)

■Historical Volatility[%]
Daily: 2.4
Weekly: 5.3
Monthly: 10.6
Annual:37.9

■Average Price Change[%]
Daily: -0.4
Weekly: -0.9
Monthly: -1.9
Annual:-6.7

■IV Price Range
Weekly
+σ: 54975(+2723)
-σ: 49664(-2588)
Daily:
+σ: 53453(+1201)
-σ: 51079(-1174)

■HV Price Range
Weekly
+σ: 54579(+2327)
-σ: 49095(-3158)
Daily:
+σ: 53280(+1028)
-σ: 50816(-1436)