■Nikkei225
Open: 54250.41(+918.23)
High: 54459.41(-323.42)
Low: 53965.51(+657.77)
Close: 54293.36(-427.3)
Open: 54250.41(+918.23)
High: 54459.41(-323.42)
Low: 53965.51(+657.77)
Close: 54293.36(-427.3)
■Implied Volatility[Annual%]
Open: 36.3(+1.0)
High: 36.3(+0.1)
Low: 35.0(+5.62)
Close: 35.8(-0.03)
■Historical Volatility[%]
Daily: 1.5
Weekly: 3.4
Monthly: 6.8
Annual:24.2
■Average Price Change[%]
Daily: 0.2
Weekly: 0.4
Monthly: 0.7
Annual:2.7
■IV Price Range
Weekly
+σ: 57079(+2786)
-σ: 51644(-2650)
Daily:
+σ: 55522(+1229)
-σ: 53092(-1201)
■HV Price Range
Weekly
+σ: 56369(+2076)
-σ: 52684(-1609)
Daily:
+σ: 55212(+919)
-σ: 53568(-726)





コメント