# How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?

I'm trying to come up with the implied volatility skew adjusted delta for SPY options. I'm working with the following formula:

Skew Adjusted Delta = Black Scholes Delta + Vega * Vol Skew Slope.

I fitted a cubic polynomial to the volatility data, but I am not sure at which points to measure the slope.

-