■Nikkei225
Open: 66363.43(+1229.46)
High: 67231.28(+726.26)
Low: 66244.84(+1110.87)
Close: 66934.33(+604.83)
Open: 66363.43(+1229.46)
High: 67231.28(+726.26)
Low: 66244.84(+1110.87)
Close: 66934.33(+604.83)
■Implied Volatility[Annual%]
Open: 33.39(+1.13)
High: 33.42(+0.25)
Low: 28.54(+2.5)
Close: 28.54(+2.5)
■Historical Volatility[%]
Daily: 1.9
Weekly: 4.2
Monthly: 8.3
Annual:29.7
■Average Price Change[%]
Daily: 0.6
Weekly: 1.2
Monthly: 2.5
Annual:8.9
■IV Price Range
Weekly
+σ: 69658(+2724)
-σ: 64317(-2617)
Daily:
+σ: 68139(+1205)
-σ: 65751(-1183)
■HV Price Range
Weekly
+σ: 70640(+3706)
-σ: 65013(-1922)
Daily:
+σ: 68567(+1633)
-σ: 66068(-866)




コメント