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Daily Nikkei Option Analysis -
Thu, March 11, 2004
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|
Month MAR |
Futures Closing Price 110.950 |
Days Left 1 |
Implied ATM Volatility 20.13% |
Last Trading Date Thu, Mar. 11, 2004 |
 Historical v. Implied Volatility GraphsHistorical Volatility TablesImplied Standard Deviations
|
MAR Implied Volatility v. 2-Week Historical Volatility
January 26, 2010 - March 11, 2004
Days to Options Expiration v. Volatility (percent)
Solid line is Implied Volatility
MAR Futures
January 26, 2010 - March 11, 2004
Days to Options Expiration v. Futures Price
Historical Volatilities for NK
| 1-Week | 2-Week | 1-Month | 6-Week | 2-Month | 3-Month | 4-Month | 6-Month | |
|---|---|---|---|---|---|---|---|---|
|
MAR |
33.30% |
19.36% |
20.27% |
n/a |
n/a |
n/a |
n/a |
n/a |
Implied Standard Deviations for NK
| 1-Day | 3-Day | 1-Week | 2-Week | 1-Month | 2-Month | 3-Month | ATM Vol. | |
|---|---|---|---|---|---|---|---|---|
|
MAR |
1.38 |
2.39 |
3.66 |
5.17 |
7.57 |
10.80 |
13.19 |
20.13% |