Nikkei225&VI, 26-03-10(Tue)

■Nikkei225
Open: 53524.09(-1084.54)
High: 54694.89(+86.26)
Low: 53487.19(+2079.53)
Close: 54248.39(+1519.67)

■Implied Volatility[Annual%]
Open: 46.81(-11.88)
High: 48.02(-18.63)
Low: 32.55(-1.26)
Close: 32.55(-24.45)

■Historical Volatility[%]
Daily: 2.2
Weekly: 5.0
Monthly: 10.0
Annual:35.8

■Average Price Change[%]
Daily: -0.0
Weekly: -0.0
Monthly: -0.0
Annual:-0.0

■IV Price Range
Weekly
+σ: 56773(+2525)
-σ: 51836(-2412)
Daily:
+σ: 55363(+1115)
-σ: 53156(-1092)

■HV Price Range
Weekly
+σ: 57032(+2783)
-σ: 51600(-2649)
Daily:
+σ: 55476(+1228)
-σ: 53047(-1201)