Standardizing the curves according to delta or standard deviation/sigma (standardized moneyness) would likely show that the IVs are more constant across maturities. It just doesn't make sense to compare the same strikes between different maturities without adjusting for the differences in time to maturity. If you want compare strikes you should use the following formula: [(100% ATM Strike IV) - (90% Strike IV)] * √t The square root of time factor normalizes same strike skews of a term structure. So the skews of different expirations can be compared by multiplying by the square root of the days to expiration expressed in year terms (21 days/252 business days = 1 month). This formula is most applicable to equity option IV curves given their similar steep downside slopes, hence the common practice of using the 90% (K/S) strike. Whether or not the IV range is "tighter" in the front month vs the back month (or LEAP) will also depends on how many days remain till expiration for the front month, and current market conditions. As you get closer to expiration your IV range in the front month is going to generally increase vs the LEAPs, whose IVs exhibit "sticky" behavior. This will be also be the case when compared across delta and sigma. Also, in this current environment when all asset classes are exhibiting wild price swings and wide ranges, and "vol of vol" is high, the front months are going to have pronounced skews relative to the back months, even when comparing IVs according to delta or sigma.