Nikkei225&VI, 26-03-04(Wed)

■Nikkei225
Open: 55470.88(-2258.92)
High: 55701.27(-2189.49)
Low: 53618.2(-2473.34)
Close: 54245.54(-2033.51)

■Implied Volatility[Annual%]
Open: 44.61(+9.73)
High: 64.21(+24.56)
Low: 33.66(+8.74)
Close: 53.05(+23.07)

■Historical Volatility[%]
Daily: 1.9
Weekly: 4.3
Monthly: 8.6
Annual:30.9

■Average Price Change[%]
Daily: 0.1
Weekly: 0.3
Monthly: 0.7
Annual:2.4

■IV Price Range
Weekly
+σ: 58420(+4175)
-σ: 50369(-3876)
Daily:
+σ: 56074(+1829)
-σ: 52476(-1769)

■HV Price Range
Weekly
+σ: 56831(+2586)
-σ: 52123(-2123)
Daily:
+σ: 55387(+1142)
-σ: 53286(-960)

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