Nikkei225&VI, 26-05-12(Tue)

■Nikkei225
Open: 62618.72(-584.72)
High: 63218.51(-166.53)
Low: 62158.43(-222.19)
Close: 62742.57(+324.69)

■Implied Volatility[Annual%]
Open: 30.93(-0.12)
High: 31.85(+0.1)
Low: 30.28(+0.6)
Close: 31.85(+0.1)

■Historical Volatility[%]
Daily: 2.1
Weekly: 4.8
Monthly: 9.5
Annual:34.2

■Average Price Change[%]
Daily: 0.8
Weekly: 1.7
Monthly: 3.5
Annual:12.4

■IV Price Range
Weekly
+σ: 65598(+2856)
-σ: 60011(-2732)
Daily:
+σ: 64004(+1261)
-σ: 61506(-1237)

■HV Price Range
Weekly
+σ: 66960(+4217)
-σ: 60863(-1880)
Daily:
+σ: 64595(+1852)
-σ: 61895(-848)