Nikkei225&VI, 26-05-15(Fri)

■Nikkei225
Open: 62878.71(-384.75)
High: 63235.77(-563.55)
Low: 60937.3(-1716.75)
Close: 61409.29(-1244.76)

■Implied Volatility[Annual%]
Open: 29.56(-0.95)
High: 33.56(+2.86)
Low: 29.29(-0.38)
Close: 29.71(+0.04)

■Historical Volatility[%]
Daily: 2.1
Weekly: 4.8
Monthly: 9.6
Annual:34.2

■Average Price Change[%]
Daily: 0.7
Weekly: 1.6
Monthly: 3.1
Annual:11.2

■IV Price Range
Weekly
+σ: 64013(+2603)
-σ: 58912(-2498)
Daily:
+σ: 62560(+1151)
-σ: 60280(-1130)

■HV Price Range
Weekly
+σ: 65430(+4021)
-σ: 59462(-1948)
Daily:
+σ: 63176(+1767)
-σ: 60531(-879)