Nikkei225&VI, 26-06-04(Thu)

■Nikkei225
Open: 67860.84(+622.31)
High: 68051.94(-734.55)
Low: 66920.8(-317.73)
Close: 67470.69(-931.44)

■Implied Volatility[Annual%]
Open: 32.79(+1.04)
High: 33.6(+0.89)
Low: 29.46(+0.15)
Close: 29.46(+0.15)

■Historical Volatility[%]
Daily: 1.6
Weekly: 3.5
Monthly: 7.0
Annual:25.0

■Average Price Change[%]
Daily: 0.4
Weekly: 0.8
Monthly: 1.6
Annual:5.7

■IV Price Range
Weekly
+σ: 70307(+2836)
-σ: 64749(-2721)
Daily:
+σ: 68725(+1254)
-σ: 66240(-1231)

■HV Price Range
Weekly
+σ: 70428(+2957)
-σ: 65675(-1796)
Daily:
+σ: 68778(+1307)
-σ: 66662(-809)