Nikkei225&VI, 26-04-17(Fri)

■Nikkei225
Open: 59255.09(+775.26)
High: 59381.25(-306.85)
Low: 58475.9(+47.71)
Close: 58475.9(-1042.44)

■Implied Volatility[Annual%]
Open: 31.13(+0.6)
High: 32.11(+0.67)
Low: 28.4(-0.18)
Close: 28.4(-0.18)

■Historical Volatility[%]
Daily: 2.4
Weekly: 5.4
Monthly: 10.7
Annual:38.4

■Average Price Change[%]
Daily: 0.5
Weekly: 1.0
Monthly: 2.0
Annual:7.3

■IV Price Range
Weekly
+σ: 60843(+2368)
-σ: 56200(-2275)
Daily:
+σ: 59523(+1047)
-σ: 57447(-1029)

■HV Price Range
Weekly
+σ: 62334(+3858)
-σ: 55988(-2487)
Daily:
+σ: 60171(+1695)
-σ: 57350(-1126)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました