,iv_atm_30d,iv_term_slope,iv_skew_25d,implied_skewness,implied_kurtosis_proxy,pc_volume_ratio,pc_oi_ratio,rv_daily,rv_weekly,ret_1d,ret_5d iv_atm_30d,1.0,-0.535,0.279,-0.228,-0.243,-0.067,-0.153,0.33,0.503,0.021,-0.072 iv_term_slope,-0.535,1.0,-0.257,0.065,0.157,0.01,0.064,-0.23,-0.317,-0.002,0.102 iv_skew_25d,0.279,-0.257,1.0,0.484,0.162,0.059,0.126,0.16,0.249,0.01,-0.109 implied_skewness,-0.228,0.065,0.484,1.0,0.693,0.1,0.265,-0.034,-0.052,-0.004,-0.027 implied_kurtosis_proxy,-0.243,0.157,0.162,0.693,1.0,0.05,0.134,-0.057,-0.08,-0.008,0.071 pc_volume_ratio,-0.067,0.01,0.059,0.1,0.05,1.0,0.149,-0.013,-0.021,-0.002,-0.016 pc_oi_ratio,-0.153,0.064,0.126,0.265,0.134,0.149,1.0,-0.038,-0.069,-0.003,-0.009 rv_daily,0.33,-0.23,0.16,-0.034,-0.057,-0.013,-0.038,1.0,0.567,0.006,-0.073 rv_weekly,0.503,-0.317,0.249,-0.052,-0.08,-0.021,-0.069,0.567,1.0,0.009,-0.052 ret_1d,0.021,-0.002,0.01,-0.004,-0.008,-0.002,-0.003,0.006,0.009,1.0,0.438 ret_5d,-0.072,0.102,-0.109,-0.027,0.071,-0.016,-0.009,-0.073,-0.052,0.438,1.0