■Nikkei225
Open: 62654.01(+2412.7)
High: 62724.36(-366.78)
Low: 62137.95(+1924.93)
Close: 62713.65(-120.19)
Open: 62654.01(+2412.7)
High: 62724.36(-366.78)
Low: 62137.95(+1924.93)
Close: 62713.65(-120.19)
■Implied Volatility[Annual%]
Open: 30.72(-0.91)
High: 34.9(-2.74)
Low: 27.93(-3.18)
Close: 34.16(-3.48)
■Historical Volatility[%]
Daily: 2.4
Weekly: 5.4
Monthly: 10.7
Annual:38.3
■Average Price Change[%]
Daily: 0.9
Weekly: 2.1
Monthly: 4.2
Annual:15.2
■IV Price Range
Weekly
+σ: 65780(+3067)
-σ: 59790(-2924)
Daily:
+σ: 64067(+1353)
-σ: 61389(-1325)
■HV Price Range
Weekly
+σ: 67577(+4864)
-σ: 60720(-1994)
Daily:
+σ: 64844(+2130)
-σ: 61814(-900)




コメント