Nikkei225&VI, 25-10-09(Thu)

■Nikkei225
Open: 48035.42(+110.2)
High: 48597.08(+415.96)
Low: 47995.22(+266.95)
Close: 48580.44(+845.45)

■Implied Volatility[Annual%]
Open: 28.1(-0.75)
High: 30.13(+1.15)
Low: 25.85(-0.33)
Close: 30.13(+1.35)

■Historical Volatility[%]
Daily: 1.3
Weekly: 2.8
Monthly: 5.7
Annual:20.3

■Average Price Change[%]
Daily: 0.6
Weekly: 1.2
Monthly: 2.5
Annual:8.9

■IV Price Range
Weekly
+σ: 50670(+2089)
-σ: 46577(-2003)
Daily:
+σ: 49504(+923)
-σ: 47674(-906)

■HV Price Range
Weekly
+σ: 50608(+2027)
-σ: 47810(-770)
Daily:
+σ: 49477(+896)
-σ: 48235(-346)