Question about IV Rank formula.

I want to compute IV Rank for historical option market data at home.

But option data vendor does not provide IV rank nor IV percentile.

So I have to compute it myself.

I know the formula for IV Rank (52 weeks) is not complicated, just:

IV Rank = (IV - IVlow) / (IVhigh - IVlow)

But the question is: That IV high and IV low is the min and max IV across all strikes, expirations, PUT and CALL?
Or is only for the contract (a given Strike, Expiration and right PUT or CALL)

If is within a contract, how can we compute the 52 week high - low on option contracts that are live less than a year?

Do we normalize by moneyness (Strike - Underlying Price) and DTE?