Nikkei225&VI, 26-03-03(Tue)

■Nikkei225
Open: 57729.8(-246.4)
High: 57890.76(-474.45)
Low: 56091.54(-1194.23)
Close: 56279.05(-1778.19)

■Implied Volatility[Annual%]
Open: 34.88(-0.38)
High: 39.65(+2.84)
Low: 24.92(-0.23)
Close: 29.98(-5.01)

■Historical Volatility[%]
Daily: 1.7
Weekly: 3.9
Monthly: 7.8
Annual:28.0

■Average Price Change[%]
Daily: 0.3
Weekly: 0.6
Monthly: 1.2
Annual:4.3

■IV Price Range
Weekly
+σ: 58687(+2408)
-σ: 53970(-2309)
Daily:
+σ: 57344(+1064)
-σ: 55234(-1045)

■HV Price Range
Weekly
+σ: 58877(+2598)
-σ: 54449(-1830)
Daily:
+σ: 57426(+1147)
-σ: 55453(-826)