Nikkei225&VI, 26-02-24(Tue)

■Nikkei225
Open: 56764.14(-215.6)
High: 57421.67(+441.93)
Low: 56732.93(+52.05)
Close: 57321.09(+495.39)

■Implied Volatility[Annual%]
Open: 31.57(+1.49)
High: 31.57(+0.84)
Low: 30.4(+3.64)
Close: 30.8(+4.04)

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

■Average Price Change[%]
Daily: 0.3
Weekly: 0.7
Monthly: 1.4
Annual:5.0

■IV Price Range
Weekly
+σ: 59842(+2521)
-σ: 54906(-2415)
Daily:
+σ: 58435(+1114)
-σ: 56228(-1093)

■HV Price Range
Weekly
+σ: 59748(+2427)
-σ: 55767(-1555)
Daily:
+σ: 58394(+1073)
-σ: 56621(-700)

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