Nikkei225&VI, 26-06-05(Fri)

■Nikkei225
Open: 67115.0(-745.84)
High: 67115.0(-936.94)
Low: 65862.21(-1058.59)
Close: 66588.12(-882.57)

■Implied Volatility[Annual%]
Open: 32.75(-0.04)
High: 34.25(+0.65)
Low: 28.37(-1.09)
Close: 28.37(-1.09)

■Historical Volatility[%]
Daily: 1.6
Weekly: 3.6
Monthly: 7.2
Annual:25.6

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.3
Annual:4.8

■IV Price Range
Weekly
+σ: 69281(+2693)
-σ: 64000(-2588)
Daily:
+σ: 67779(+1191)
-σ: 65418(-1170)

■HV Price Range
Weekly
+σ: 69482(+2894)
-σ: 64676(-1912)
Daily:
+σ: 67867(+1279)
-σ: 65726(-862)