Nikkei225&VI, 26-02-19(Thu)

■Nikkei225
Open: 57472.08(+737.81)
High: 57709.82(+316.93)
Low: 57362.01(+627.74)
Close: 57467.83(+323.99)

■Implied Volatility[Annual%]
Open: 29.8(-1.6)
High: 29.84(-1.56)
Low: 29.07(+1.18)
Close: 29.07(+1.18)

■Historical Volatility[%]
Daily: 1.5
Weekly: 3.4
Monthly: 6.8
Annual:24.5

■Average Price Change[%]
Daily: 0.4
Weekly: 1.0
Monthly: 1.9
Annual:6.8

■IV Price Range
Weekly
+σ: 59851(+2383)
-σ: 55180(-2288)
Daily:
+σ: 58521(+1054)
-σ: 56433(-1035)

■HV Price Range
Weekly
+σ: 60038(+2571)
-σ: 56065(-1403)
Daily:
+σ: 58604(+1136)
-σ: 56836(-632)

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