I've seen charts of implied vol (IV) against realized volatility?
What time frames do people generally use to calculate each?
For example, do people generally use ATM 1 month call options to get IV, then compare it with realized volatility 30 days down the line? I.e. get the two time series for IV and realized vol and shift the former back by 30 data points?
What time frame is generally used to calculate realized volatility? A 30 day window, longer, shorter..?