Nikkei225&VI, 26-04-08(Wed)

■Nikkei225
Open: 54386.65(+815.37)
High: 56424.63(+2508.28)
Low: 54380.02(+1223.08)
Close: 56308.42(+2878.86)

■Implied Volatility[Annual%]
Open: 36.2(-1.56)
High: 36.71(-3.57)
Low: 30.14(-7.59)
Close: 36.09(-3.66)

■Historical Volatility[%]
Daily: 2.5
Weekly: 5.6
Monthly: 11.2
Annual:39.9

■Average Price Change[%]
Daily: 0.2
Weekly: 0.4
Monthly: 0.8
Annual:3.0

■IV Price Range
Weekly
+σ: 59221(+2913)
-σ: 53539(-2770)
Daily:
+σ: 57593(+1285)
-σ: 55053(-1256)

■HV Price Range
Weekly
+σ: 59787(+3479)
-σ: 53476(-2832)
Daily:
+σ: 57838(+1530)
-σ: 55024(-1285)

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