Nikkei225&VI, 25-10-15(Wed)

■Nikkei225
Open: 47002.3(-444.43)
High: 47774.83(-90.82)
Low: 46910.83(+366.78)
Close: 47672.67(+825.35)

■Implied Volatility[Annual%]
Open: 31.51(-1.05)
High: 32.17(-2.14)
Low: 30.17(+2.02)
Close: 31.36(-1.45)

■Historical Volatility[%]
Daily: 1.5
Weekly: 3.4
Monthly: 6.7
Annual:24.0

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.4
Annual:5.0

■IV Price Range
Weekly
+σ: 49808(+2136)
-σ: 45628(-2044)
Daily:
+σ: 48616(+944)
-σ: 46747(-925)

■HV Price Range
Weekly
+σ: 49649(+1976)
-σ: 46423(-1249)
Daily:
+σ: 48546(+874)
-σ: 47110(-563)

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