In this free source of volatility data,
there is a column Days/Percentile. How to interpret this? It says:
Days:the number of days back for which implied volatility has been calculated
Percentile: measurement of the cur_iv, as compared to the past Days
But IV is calculated based on the at the money option price for the underlying that is expiring in the near month. In this calculation, we consider the Days to Expiry, not the number of Days 'back'? So what does it mean when they say:
the number of days **back** for which implied volatility has been calculated