Nikkei225&VI, 26-02-13(Fri)

■Nikkei225
Open: 57197.33(-667.41)
High: 57407.25(-607.83)
Low: 56652.48(-902.01)
Close: 56941.97(-697.87)

■Implied Volatility[Annual%]
Open: 33.65(-1.75)
High: 34.88(-0.69)
Low: 33.2(-0.5)
Close: 34.21(+0.11)

■Historical Volatility[%]
Daily: 1.6
Weekly: 3.5
Monthly: 7.0
Annual:25.2

■Average Price Change[%]
Daily: 0.3
Weekly: 0.6
Monthly: 1.1
Annual:4.1

■IV Price Range
Weekly
+σ: 59730(+2789)
-σ: 54284(-2658)
Daily:
+σ: 58173(+1231)
-σ: 55737(-1205)

■HV Price Range
Weekly
+σ: 59322(+2380)
-σ: 55284(-1658)
Daily:
+σ: 57994(+1052)
-σ: 56195(-747)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました