Nikkei225&VI, 26-02-16(Mon)

■Nikkei225
Open: 57212.97(+15.64)
High: 57219.2(-188.05)
Low: 56748.18(+95.7)
Close: 56806.41(-135.56)

■Implied Volatility[Annual%]
Open: 33.33(-0.32)
High: 34.1(-0.78)
Low: 31.03(-2.17)
Close: 31.03(-3.18)

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

■Average Price Change[%]
Daily: 0.3
Weekly: 0.6
Monthly: 1.2
Annual:4.1

■IV Price Range
Weekly
+σ: 59324(+2518)
-σ: 54396(-2411)
Daily:
+σ: 57919(+1112)
-σ: 55715(-1091)

■HV Price Range
Weekly
+σ: 59185(+2378)
-σ: 55160(-1647)
Daily:
+σ: 57858(+1052)
-σ: 56064(-742)