Nikkei225&VI, 26-03-31(Tue)

■Nikkei225
Open: 51382.53(-672.15)
High: 52169.01(+114.33)
Low: 50558.91(-8.08)
Close: 51063.72(-822.13)

■Implied Volatility[Annual%]
Open: 49.68(-3.15)
High: 50.64(-3.25)
Low: 33.55(-15.03)
Close: 48.09(-1.36)

■Historical Volatility[%]
Daily: 2.4
Weekly: 5.5
Monthly: 10.9
Annual:39.0

■Average Price Change[%]
Daily: -0.6
Weekly: -1.4
Monthly: -2.9
Annual:-10.3

■IV Price Range
Weekly
+σ: 54614(+3550)
-σ: 47745(-3319)
Daily:
+σ: 52622(+1558)
-σ: 49552(-1512)

■HV Price Range
Weekly
+σ: 53159(+2096)
-σ: 47663(-3401)
Daily:
+σ: 51990(+927)
-σ: 49514(-1550)

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