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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

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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