Historical Volatility refers to the actual volatility experienced by the underlying stock over a specific look-back period

Implied Volatility is the market's estimate of future volatility, derived from the option's last traded price.

The IV Index Call is a specially designed, vega-weighted average of implied volatility using only call options.

The IV Index Put is a specially designed, vega-weighted average of implied volatility using only put options.

The IV Index Mean is the average value of the IV Index Call and the IV Index Put.

This refers to the 30-day historical correlation with the S&P 500 Index. Correlation is a statistical measure of how closely changes in one data series match changes in another. A correlation's sensitivity can vary depending on the period used. Shorter periods tend to be more responsive to market conditions, while longer periods provide more stability. A 30-day historical period aims to balance responsiveness and stability.