■Nikkei225
Open: 44736.03(-95.92)
High: 45125.96(+251.54)
Low: 44659.22(+301.57)
Close: 44936.73(+385.88)
Open: 44736.03(-95.92)
High: 45125.96(+251.54)
Low: 44659.22(+301.57)
Close: 44936.73(+385.88)
■Implied Volatility[Annual%]
Open: 24.91(-0.26)
High: 25.86(-0.41)
Low: 24.75(-0.39)
Close: 25.29(-0.37)
■Historical Volatility[%]
Daily: 0.8
Weekly: 1.9
Monthly: 3.7
Annual:13.4
■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.3
Annual:4.8
■IV Price Range
Weekly
+σ: 46553(+1617)
-σ: 43376(-1560)
Daily:
+σ: 45653(+716)
-σ: 44232(-705)
■HV Price Range
Weekly
+σ: 46094(+1157)
-σ: 44402(-534)
Daily:
+σ: 45451(+514)
-σ: 44697(-240)
コメント