Nikkei225&VI, 26-05-18(Mon)

■Nikkei225
Open: 61299.87(-1578.84)
High: 61478.55(-1757.22)
Low: 60376.98(-560.32)
Close: 60815.95(-593.34)

■Implied Volatility[Annual%]
Open: 32.62(+3.06)
High: 34.82(+1.26)
Low: 30.79(+1.5)
Close: 30.79(+1.08)

■Historical Volatility[%]
Daily: 2.2
Weekly: 4.8
Monthly: 9.7
Annual:34.7

■Average Price Change[%]
Daily: 0.6
Weekly: 1.4
Monthly: 2.9
Annual:10.4

■IV Price Range
Weekly
+σ: 63490(+2674)
-σ: 58255(-2561)
Daily:
+σ: 61998(+1182)
-σ: 59657(-1159)

■HV Price Range
Weekly
+σ: 64766(+3950)
-σ: 58785(-2031)
Daily:
+σ: 62552(+1736)
-σ: 59899(-917)

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