Nikkei225&VI, 26-03-02(Mon)

■Nikkei225
Open: 57976.2(-629.83)
High: 58365.21(-558.96)
Low: 57285.77(-844.8)
Close: 58057.24(-793.03)

■Implied Volatility[Annual%]
Open: 35.26(+3.95)
High: 36.81(+5.15)
Low: 25.15(-2.18)
Close: 34.99(+7.66)

■Historical Volatility[%]
Daily: 1.6
Weekly: 3.5
Monthly: 7.0
Annual:25.0

■Average Price Change[%]
Daily: 0.4
Weekly: 0.9
Monthly: 1.9
Annual:6.7

■IV Price Range
Weekly
+σ: 60967(+2910)
-σ: 55287(-2771)
Daily:
+σ: 59341(+1284)
-σ: 56801(-1256)

■HV Price Range
Weekly
+σ: 60688(+2631)
-σ: 56594(-1463)
Daily:
+σ: 59219(+1162)
-σ: 57398(-659)