Before revision:  In this paper, we fill this gap by providing high-order asymptotic expansions for the at-the-money implied volatility slope of a rich class of stochastic volatility models with independent stable-like jumps of infinite variation.
After revision:  In this paper, we fill this gap by providing high-order asymptotic expansions for the at-the-money implied volatility skew, under a rich class of stochastic volatility models with independent stable-like jumps of infinite variation.