Nikkei 225 option IV data at the time of collapse acquired by Smile catcher.
・Nikkei225F => Nikkei 225 futures middle value
・ATM_IV => IV (implied volatility) of ATM
・PUT_IV[D-0.1] => IV (implied volatility) of OTM Put (Delta – 0.1)
・CALL_IV[D+0.1] => IV (implied volatility) of OTM Call (delta + 0.1)
・RV[TE] => RV (realized volatility), calculation method is TE (third eye)
・SKEW[No_Time_Difference] => Volatility skew excluding temporal impact