Nikkei225&VI, 26-03-09(Mon)

■Nikkei225
Open: 54608.63(-65.97)
High: 54608.63(-1077.93)
Low: 51407.66(-3105.77)
Close: 52728.72(-2892.12)

■Implied Volatility[Annual%]
Open: 58.69(+11.65)
High: 66.65(+18.05)
Low: 33.81(-5.92)
Close: 57.0(+15.95)

■Historical Volatility[%]
Daily: 2.1
Weekly: 4.8
Monthly: 9.6
Annual:34.3

■Average Price Change[%]
Daily: -0.1
Weekly: -0.2
Monthly: -0.5
Annual:-1.6

■IV Price Range
Weekly
+σ: 57101(+4372)
-σ: 48691(-4037)
Daily:
+σ: 54641(+1912)
-σ: 50883(-1845)

■HV Price Range
Weekly
+σ: 55195(+2466)
-σ: 50143(-2586)
Daily:
+σ: 53818(+1089)
-σ: 51556(-1173)

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