Nikkei225&VI, 26-03-16(Mon)

■Nikkei225
Open: 53627.86(+40.56)
High: 53983.51(-81.8)
Low: 53113.95(-172.74)
Close: 53751.15(-68.46)

■Implied Volatility[Annual%]
Open: 44.94(-1.23)
High: 45.95(-2.99)
Low: 40.79(-2.17)
Close: 42.5(-3.3)

■Historical Volatility[%]
Daily: 2.0
Weekly: 4.5
Monthly: 9.0
Annual:32.2

■Average Price Change[%]
Daily: -0.3
Weekly: -0.6
Monthly: -1.3
Annual:-4.6

■IV Price Range
Weekly
+σ: 57040(+3289)
-σ: 50652(-3100)
Daily:
+σ: 55198(+1447)
-σ: 52342(-1409)

■HV Price Range
Weekly
+σ: 55863(+2112)
-σ: 51057(-2694)
Daily:
+σ: 54685(+934)
-σ: 52529(-1222)