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Yup. But that didn't answer my question. My question is "Why?". Why using the wrong underlying produces big difference in implied volatilities between calls and puts? What kind of difference you expect when using higher wrong prices and what difference you expect when using lower wrong...

Nice vids DMO. Very informative. I have one question. In "The VIX – What You Need to Know" video you argued that the brokerages use the VIX as the underlying of VIX options and this causes problems regarding high implied volatility differences between calls and puts of the same strike...