Nikkei225&VI, 26-06-03(Wed)

■Nikkei225
Open: 67238.53(+608.93)
High: 68786.49(+2038.43)
Low: 67238.53(+1687.4)
Close: 68402.13(+1667.89)

■Implied Volatility[Annual%]
Open: 31.75(-0.32)
High: 32.71(-1.59)
Low: 29.31(+8.02)
Close: 29.31(-4.37)

■Historical Volatility[%]
Daily: 1.9
Weekly: 4.2
Monthly: 8.4
Annual:30.0

■Average Price Change[%]
Daily: 0.7
Weekly: 1.6
Monthly: 3.1
Annual:11.1

■IV Price Range
Weekly
+σ: 71262(+2860)
-σ: 65657(-2745)
Daily:
+σ: 69667(+1265)
-σ: 67160(-1242)

■HV Price Range
Weekly
+σ: 72451(+4048)
-σ: 66622(-1780)
Daily:
+σ: 70184(+1782)
-σ: 67600(-802)