Nikkei225&VI, 26-03-18(Wed)

■Nikkei225
Open: 54148.84(-137.42)
High: 55239.4(+850.97)
Low: 54148.84(+666.25)
Close: 55239.4(+1539.01)

■Implied Volatility[Annual%]
Open: 36.81(-1.76)
High: 37.01(-2.38)
Low: 31.86(-1.14)
Close: 32.44(-0.56)

■Historical Volatility[%]
Daily: 2.1
Weekly: 4.8
Monthly: 9.5
Annual:34.0

■Average Price Change[%]
Daily: -0.1
Weekly: -0.3
Monthly: -0.5
Annual:-1.9

■IV Price Range
Weekly
+σ: 57801(+2562)
-σ: 52791(-2448)
Daily:
+σ: 56371(+1131)
-σ: 54131(-1109)

■HV Price Range
Weekly
+σ: 57778(+2538)
-σ: 52533(-2706)
Daily:
+σ: 56360(+1121)
-σ: 54012(-1227)