Nikkei225&VI, 26-02-12(Thu)

■Nikkei225
Open: 57864.74(+1052.73)
High: 58015.08(+54.89)
Low: 57554.49(+742.48)
Close: 57639.84(-10.7)

■Implied Volatility[Annual%]
Open: 35.4(+0.03)
High: 35.57(-0.53)
Low: 33.7(+0.08)
Close: 34.1(-1.67)

■Historical Volatility[%]
Daily: 1.5
Weekly: 3.5
Monthly: 6.9
Annual:24.8

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.3
Annual:4.7

■IV Price Range
Weekly
+σ: 60453(+2813)
-σ: 54957(-2682)
Daily:
+σ: 58881(+1242)
-σ: 56424(-1215)

■HV Price Range
Weekly
+σ: 60063(+2423)
-σ: 56048(-1592)
Daily:
+σ: 58711(+1071)
-σ: 56922(-717)