Nikkei225&VI, 26-02-06(Fri)

■Nikkei225
Open: 53435.37(-853.68)
High: 54253.68(-205.4)
Low: 52950.15(-702.91)
Close: 54253.68(+435.64)

■Implied Volatility[Annual%]
Open: 37.93(+2.56)
High: 40.11(+2.87)
Low: 37.05(+2.76)
Close: 39.03(+2.87)

■Historical Volatility[%]
Daily: 1.4
Weekly: 3.2
Monthly: 6.5
Annual:23.2

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.3
Annual:4.8

■IV Price Range
Weekly
+σ: 57295(+3042)
-σ: 51374(-2880)
Daily:
+σ: 55593(+1340)
-σ: 52946(-1307)

■HV Price Range
Weekly
+σ: 56413(+2159)
-σ: 52877(-1377)
Daily:
+σ: 55209(+955)
-σ: 53634(-620)