Nikkei225&VI, 26-05-20(Wed)

■Nikkei225
Open: 60567.27(-635.57)
High: 60567.27(-889.04)
Low: 59292.25(-964.08)
Close: 59804.41(-746.18)

■Implied Volatility[Annual%]
Open: 33.89(+1.83)
High: 36.09(+2.4)
Low: 29.96(-0.98)
Close: 29.96(-0.98)

■Historical Volatility[%]
Daily: 1.9
Weekly: 4.3
Monthly: 8.5
Annual:30.5

■Average Price Change[%]
Daily: 0.3
Weekly: 0.8
Monthly: 1.5
Annual:5.4

■IV Price Range
Weekly
+σ: 62362(+2557)
-σ: 57352(-2452)
Daily:
+σ: 60935(+1130)
-σ: 58695(-1109)

■HV Price Range
Weekly
+σ: 62880(+3076)
-σ: 57745(-2059)
Daily:
+σ: 61161(+1356)
-σ: 58875(-930)

nikkei.png

nikkei_w.png

コメント

タイトルとURLをコピーしました