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Given that the implied volatility follows volatility skew, which one has higher implied volatility? At-the-money put 40 (spot = strike = 40) or at-the-money call 160 (spot = strike = 160)?

I am not sure how relevant the volatility skew thing is but still, this question is confusing me so much.

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closed as unclear what you're asking by SmallChess, Bob Jansen♦ Oct 30 '15 at 8:07

Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

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    $\begingroup$ It is not clear what do you mean at-the-money put 40 or at-the-money call 160. $\endgroup$ – Gordon Oct 30 '15 at 0:14
  • $\begingroup$ I just added the explanation $\endgroup$ – viethaihp291 Oct 30 '15 at 0:15
  • $\begingroup$ Then you are must talking options at different time, as the spot at the same time can not be both 40 and 160, and the volatility is not comparable. $\endgroup$ – Gordon Oct 30 '15 at 0:20
  • $\begingroup$ Can't we compared the implied vol from different time? For example: How is implied vol when spot = 40 compared to when spot = 160? $\endgroup$ – viethaihp291 Oct 30 '15 at 0:46
  • $\begingroup$ It does not make sense to compare that as the volatility changes day over day in an unpredictable manner. $\endgroup$ – Gordon Oct 30 '15 at 0:49