Nikkei225&VI, 26-01-16(Fri)

■Nikkei225
Open: 54071.28(+31.88)
High: 54130.6(-23.01)
Low: 53706.79(-3.08)
Close: 53936.17(-174.33)

■Implied Volatility[Annual%]
Open: 30.23(+0.03)
High: 30.5(-0.16)
Low: 29.01(-0.7)
Close: 30.03(-0.22)

■Historical Volatility[%]
Daily: 1.3
Weekly: 3.0
Monthly: 6.0
Annual:21.6

■Average Price Change[%]
Daily: 0.4
Weekly: 0.8
Monthly: 1.6
Annual:5.8

■IV Price Range
Weekly
+σ: 56248(+2312)
-σ: 51719(-2217)
Daily:
+σ: 54958(+1022)
-σ: 52933(-1003)

■HV Price Range
Weekly
+σ: 56038(+2102)
-σ: 52761(-1175)
Daily:
+σ: 54866(+930)
-σ: 53407(-529)