■Nikkei225
Open: 53571.28(+365.35)
High: 53916.35(-122.99)
Low: 53156.94(-48.99)
Close: 53429.56(+15.88)
Open: 53571.28(+365.35)
High: 53916.35(-122.99)
Low: 53156.94(-48.99)
Close: 53429.56(+15.88)
■Implied Volatility[Annual%]
Open: 37.76(-0.41)
High: 40.28(+0.98)
Low: 37.73(+0.06)
Close: 39.75(+1.15)
■Historical Volatility[%]
Daily: 2.3
Weekly: 5.1
Monthly: 10.2
Annual:36.6
■Average Price Change[%]
Daily: 0.1
Weekly: 0.1
Monthly: 0.3
Annual:1.1
■IV Price Range
Weekly
+σ: 56482(+3052)
-σ: 50542(-2887)
Daily:
+σ: 54774(+1344)
-σ: 52119(-1311)
■HV Price Range
Weekly
+σ: 56316(+2886)
-σ: 50841(-2589)
Daily:
+σ: 54702(+1272)
-σ: 52256(-1174)





コメント