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Higher implied volatility for less time to maturity if strike price is low?

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By StepBack
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StepBack Newbie

StepBack

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Hello Forum,

I'm new so please pardon me for not choosing the right sub. I do have data from options with different Strike prices, times to maturity & IV. I thought that a longer time to maturity ceteris paribus always results in a higher IV. However, I fount in the data that if the strike is significantly lower than the underlying, then the IV is higher for shorter times to maturity. Can someone explain to me why that is the case?

 

Thank you very much! 

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