Nikkei225&VI, 26-05-11(Mon)

■Nikkei225
Open: 63203.44(+549.43)
High: 63385.04(+660.68)
Low: 62380.62(+242.67)
Close: 62417.88(-295.77)

■Implied Volatility[Annual%]
Open: 31.05(+0.33)
High: 31.75(-3.15)
Low: 29.68(+1.75)
Close: 31.75(-2.41)

■Historical Volatility[%]
Daily: 2.3
Weekly: 5.2
Monthly: 10.5
Annual:37.5

■Average Price Change[%]
Daily: 1.0
Weekly: 2.2
Monthly: 4.5
Annual:16.1

■IV Price Range
Weekly
+σ: 65250(+2832)
-σ: 59709(-2709)
Daily:
+σ: 63669(+1251)
-σ: 61191(-1226)

■HV Price Range
Weekly
+σ: 67267(+4850)
-σ: 60577(-1840)
Daily:
+σ: 64542(+2124)
-σ: 61588(-830)