Nikkei225&VI, 26-02-17(Tue)

■Nikkei225
Open: 56819.37(-393.6)
High: 56926.24(-292.96)
Low: 56135.12(-613.06)
Close: 56566.49(-239.92)

■Implied Volatility[Annual%]
Open: 32.08(-1.25)
High: 32.47(-1.63)
Low: 29.82(-1.21)
Close: 29.82(-1.21)

■Historical Volatility[%]
Daily: 1.6
Weekly: 3.5
Monthly: 7.0
Annual:25.1

■Average Price Change[%]
Daily: 0.3
Weekly: 0.6
Monthly: 1.2
Annual:4.3

■IV Price Range
Weekly
+σ: 58974(+2407)
-σ: 54258(-2309)
Daily:
+σ: 57631(+1064)
-σ: 55522(-1044)

■HV Price Range
Weekly
+σ: 58942(+2375)
-σ: 54949(-1618)
Daily:
+σ: 57617(+1050)
-σ: 55837(-729)