Nikkei225&VI, 26-02-18(Wed)

■Nikkei225
Open: 56734.27(-85.1)
High: 57392.89(+466.65)
Low: 56734.27(+599.15)
Close: 57143.84(+577.35)

■Implied Volatility[Annual%]
Open: 31.4(-0.68)
High: 31.4(-1.07)
Low: 27.89(-1.93)
Close: 27.89(-1.93)

■Historical Volatility[%]
Daily: 1.5
Weekly: 3.4
Monthly: 6.9
Annual:24.7

■Average Price Change[%]
Daily: 0.4
Weekly: 0.8
Monthly: 1.7
Annual:6.0

■IV Price Range
Weekly
+σ: 59415(+2271)
-σ: 54959(-2184)
Daily:
+σ: 58149(+1005)
-σ: 56156(-987)

■HV Price Range
Weekly
+σ: 59649(+2505)
-σ: 55675(-1469)
Daily:
+σ: 58251(+1107)
-σ: 56482(-662)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました