Nikkei225&VI, 26-03-05(Thu)

■Nikkei225
Open: 55204.16(-266.72)
High: 56619.98(+918.71)
Low: 54910.33(+1292.13)
Close: 55278.06(+1032.52)

■Implied Volatility[Annual%]
Open: 41.44(-3.17)
High: 49.09(-15.12)
Low: 30.2(-3.46)
Close: 32.07(-20.98)

■Historical Volatility[%]
Daily: 1.8
Weekly: 4.0
Monthly: 8.0
Annual:28.5

■Average Price Change[%]
Daily: 0.1
Weekly: 0.1
Monthly: 0.2
Annual:0.8

■IV Price Range
Weekly
+σ: 57812(+2534)
-σ: 52855(-2423)
Daily:
+σ: 56397(+1119)
-σ: 54181(-1097)

■HV Price Range
Weekly
+σ: 57588(+2310)
-σ: 53181(-2097)
Daily:
+σ: 56299(+1021)
-σ: 54330(-948)