I believe most people knows what Skew is. However, I believe the term Skew is used to represent different IV comparisons at different times. For instance I think "volatility skew" means the IV difference between OTM Calls and OTM Puts roughly the same strike distance from ATM.-- I think when the term "Skew" is used Alone it means the IV difference between different strikes on Put IV, or IV difference between strikes on Call IV. This is a basic question. I could be likely wrong about my assumption. If someone knows for sure let me know.
There's horizontal and vertical skew. Horizontal is the difference in IV between tenors. Vertical is the difference between strikes in the same expiry... remember, because of put call parity, a call is a put and a put is a call. Assuming 0 dividends, call IV should be the same as put IV.