Nikkei225&VI, 26-02-20(Fri)

■Nikkei225
Open: 56979.74(-492.34)
High: 56979.74(-730.08)
Low: 56680.88(-681.13)
Close: 56825.7(-642.13)

■Implied Volatility[Annual%]
Open: 30.08(+0.28)
High: 30.73(+0.89)
Low: 26.76(-2.31)
Close: 26.76(-2.31)

■Historical Volatility[%]
Daily: 1.5
Weekly: 3.4
Monthly: 6.9
Annual:24.6

■Average Price Change[%]
Daily: 0.3
Weekly: 0.6
Monthly: 1.3
Annual:4.5

■IV Price Range
Weekly
+σ: 58991(+2165)
-σ: 54740(-2086)
Daily:
+σ: 57784(+958)
-σ: 55883(-943)

■HV Price Range
Weekly
+σ: 59187(+2361)
-σ: 55256(-1570)
Daily:
+σ: 57870(+1044)
-σ: 56118(-707)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました