Nikkei225&VI, 25-10-07(Tue)

■Nikkei225
Open: 48281.12(+1645.05)
High: 48527.33(+377.29)
Low: 47904.38(+1311.39)
Close: 47950.88(+6.12)

■Implied Volatility[Annual%]
Open: 27.82(+0.52)
High: 27.91(+0.09)
Low: 26.88(+6.01)
Close: 26.96(-0.76)

■Historical Volatility[%]
Daily: 1.3
Weekly: 2.8
Monthly: 5.6
Annual:20.1

■Average Price Change[%]
Daily: 0.5
Weekly: 1.2
Monthly: 2.4
Annual:8.7

■IV Price Range
Weekly
+σ: 49792(+1841)
-σ: 46178(-1773)
Daily:
+σ: 48766(+815)
-σ: 47150(-801)

■HV Price Range
Weekly
+σ: 49920(+1969)
-σ: 47191(-759)
Daily:
+σ: 48822(+871)
-σ: 47610(-341)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました