There are only 7 days left until expiration for near-term VIX options. If you compare the Implied Volatility Skew to the table posted on March 2, you can see that the Volatility Smile is just getting bigger. For deep in-the-money options the implied volatility is over 400 and for far out-of-money options is over 200.
I am posting these tables for my reference. The first table shows VIX call options with March expiration and the second table shows VIX call options with July expiration. As you can see the front month and the back moth shows different volatility skews. Volatility skew means that the Implied Volatility changes with the change in strike prices. The front month shows the Volatility Smile and the back month shows Reverse Skew.