Slope Of Vol Skew

JEBUMP

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I wanted to monitor how skew changes for index options day by day across different maturities

I have been advised to compare the difference between the implied vol of an out of the money put and an equally out of the money call using a 25 delta on each as ref points.

I know there are many ways to measure skew but unsure why this one was recommended over the others?

Any help or guidance appreciated.
 
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