,count,mean,std,min,1%,5%,25%,50%,75%,95%,99%,max,skewness,kurtosis,pct_missing
iv_atm_30d,236475.0,0.24059665686005302,0.11546400261064191,0.045149999999999996,0.09731604761904761,0.11867198412698413,0.16278,0.21250000000000002,0.2836692307692308,0.4651756818181818,0.6548320000000002,3.0159,2.2135620764266073,10.92432765550004,10.555898072115076
iv_atm_90d,131476.0,0.24376081999403457,0.10357525119688325,0.0,0.10661666666666665,0.12971916666666666,0.173025,0.21955,0.286325,0.45043750000000005,0.6097125,1.50696875,1.826665591919962,5.61940871178548,50.270630108592464
iv_term_slope,124270.0,0.002214315247264522,0.03644156518965625,-0.8957666666666666,-0.11732206150793646,-0.05911466666666666,-0.010149999999999992,0.007728660714285726,0.020810645053475945,0.0448429934210526,0.07012685716783217,0.6817916666666666,-1.7041797261595744,49.60476268978388,52.99622139093664
iv_skew_25d,228312.0,0.03873144189798992,0.040371360598382824,-1.5878,-0.017050593333333277,0.0028612976044226214,0.021987500000000014,0.034258090437788005,0.04955624999999992,0.08414999999999995,0.1447324819444442,2.9163333333333337,16.097668566692892,788.0616853779302,13.643464216685642
implied_skewness,229856.0,0.38121736691148084,0.296451072084222,-7.829815393638992,-0.1329156325094457,0.030452742711783793,0.23387352440427323,0.36042126396277974,0.5083632196426691,0.7443977143095875,1.0063572240997747,20.93355754857997,10.637511271288002,386.826675460415,13.059462976061246
implied_kurtosis_proxy,236436.0,1.2612816036768173,0.2720281120233158,0.0,0.9974434466422932,1.0599576980557062,1.1409909592619876,1.216043619449638,1.3215414465288216,1.5597282406707427,1.977742400047588,19.34128662035639,14.66835247639418,469.4937474208965,10.570649398788879
pc_volume_ratio,264365.0,1.2831191218436342,4.314381979656647,0.0,0.1184310631926767,0.27121300341800963,0.554651144693633,0.845342198453422,1.3525559673079852,3.0719904948457737,7.682400287459553,1031.138528138528,117.66536452116708,22206.91205964587,0.006808304618678205
pc_oi_ratio,264360.0,1.1557369199703253,0.7230771290289001,0.0,0.39124218988459014,0.5368117836803997,0.7693031361817986,0.9838043760337389,1.335905656481052,2.3364548256874684,3.4631250740348465,147.2967409948542,41.63774793896402,7371.450513244507,0.008699500346088818
net_gamma_exposure,264383.0,-6.003200818470901e+37,3.8362012518777524e+40,-1.2434597510865127e+43,-78811.66645199998,-13309.295490000015,-72.4060999999989,624.4674,3896.1542500000023,29565.892430000004,96604.99421199977,1.1407625388710046e+43,-33.71025982847343,76626.1345355379,0.0
avg_vega_30d,244920.0,-1.9415400764096769e+31,8.519508906548525e+33,-2.859515517970832e+36,0.0022799999999999995,0.005939211423699911,0.022477619047619045,0.04635644324548662,0.08287745354239255,0.49790896956424074,2.601142458689459,5.251270781458781e+35,-297.53223300508887,99056.51730337592,7.361668488518551
avg_theta_30d,244919.0,-1.4522160866555816e+31,5.567071913783503e+33,-1.76312121944393e+36,-1.0364389911397107,-0.22287204464285723,-0.04259600988700564,-0.018790000000000005,-0.00884333853270224,-0.0028652589587559248,-0.0013062594537815123,1.3945997813054467e+36,-137.4558920975691,75055.46896118295,7.362046727664033
total_option_volume,264383.0,99848.1113195629,266801.37520592957,0.0,542.0,2282.1000000000004,9503.0,21782.0,61329.5,485055.7999999995,1411185.9999999995,7317630.0,6.193609115538391,55.54427910677232,0.0
total_oi,264383.0,1131087.6974238132,2393079.7653611824,0.0,17757.100000000002,58093.1,162681.0,326245.0,858131.0,5051509.3,13765023.19999998,34225198.0,4.314969706380939,21.782915613491635,0.0
rv_daily,264383.0,0.00040073030571242783,0.0015373425069068758,1.3768559028485862e-06,1.6268291267545182e-05,3.255445647704381e-05,8.610603043620723e-05,0.00017102609348791355,0.0003613316700531579,0.0012712464869274456,0.0037993331269221635,0.262113205775071,65.0192350791737,8080.490217231984,0.0
rvol_daily,264383.0,0.016058334343875397,0.01195243674603625,0.0011733950327356027,0.004033396987242746,0.005705651275401214,0.009279333512133272,0.01307769450201042,0.019008726155453667,0.035654543705416784,0.06163873073738284,0.5119699266315073,5.250388246503591,78.36767957553224,0.0
rv_weekly,264376.0,0.002004234313553365,0.004483295729211252,2.240963617665533e-05,0.0001192418441172048,0.00021961741031746219,0.0005280666354195562,0.0009981191401328801,0.00201445189045793,0.006400268729689679,0.016330381185275824,0.26813351965687465,18.273197892293776,687.8067480899355,0.0026476740183748577
daily_return,264383.0,0.0004931375757165654,0.017401505071253712,-0.34146660820780744,-0.048616807162727455,-0.024992839062357955,-0.007006595046734136,0.0006311139370100773,0.008249620294458186,0.025035502227542812,0.048479995130289256,0.35429575109859524,-0.13690080815424654,16.59414595254334,0.0
realized_skew,264383.0,0.10472644456787142,1.7604272294478531,-12.146119981792701,-4.888301717851265,-2.579167831052471,-0.7306972922207067,0.04277738200343342,0.8843473328226423,2.98892741438237,5.533776997053528,11.890223343080633,0.23729732402068204,3.9963586655308903,0.0
realized_kurt,264383.0,11.414495043039281,10.813811721895863,1.9732620131613592,2.951198894514506,3.585530848920119,5.286177777626968,7.788030853629648,13.117602676270334,32.03678964300675,55.30907031744122,156.6544763306374,3.6147282988073712,21.075240982912334,0.0
ret_1d,264383.0,0.0004921612747391106,0.017402131346727637,-0.34146660820780744,-0.04861589873670486,-0.024993515057339464,-0.007011148111940965,0.0006310277484861863,0.008249018827133768,0.025034835668677112,0.0484867173148171,0.35429575109859524,-0.1369138439158137,16.58939772377889,0.0
ret_5d,264376.0,0.002462273467014857,0.037564006342308845,-0.6963033699729,-0.10730782433400138,-0.05477268982320896,-0.014573271363676164,0.003523198007316708,0.02058717249257189,0.05657238919898349,0.10349160694254442,0.6680591286973019,-0.36657522021349376,11.49346828532021,0.0026476740183748577
rv_fwd_1d,264383.0,0.0004006746225960613,0.0015372182562227563,0.0,1.6268291267545182e-05,3.255418815372144e-05,8.610936501935275e-05,0.00017103325021062643,0.0003613209515248866,0.0012711582755783669,0.003795880003549758,0.262113205775071,65.03430629901956,8083.109163340245,0.0
rv_fwd_5d,264376.0,0.0020038041274330134,0.004481792473205312,2.240963617665533e-05,0.00011926852998930454,0.00021961079215989282,0.0005279488831194709,0.0009979124041882338,0.0020139607451699474,0.0063987616724714355,0.016328470914410597,0.26813351965687465,18.283436681406506,688.6316620154149,0.0026476740183748577