As an operational definition, we prefer to identify skew (differences in IV% between two strikes on the same date) as being negative for either calls or puts in isolation—rather than for the entire volatility smile (the range of IV% across all strikes on the same date). In the industry, some like to think of the whole volatility smile as either positive or negative, but that does not allow for as much precision, and it would not account for unusual shapes in the volatility smile. 

The idea of the industry looking at the entire smile is that options were originally supposed to be lognormal, which means that calls should have a higher relative IV% than puts because an underlying security can theoretically increase infinitely, while it can only fall to zero; this phenomenon is known as the lognormal distribution. However, since the late 1980s, the options market has learned to price index products with a higher relative IV% on the put side. The cause of this is the ubiquity of option collars and their subset strategy, covered calls. On the whole, the lognormal distribution of a smile is sometimes called positive skew while the reality of index products would be negative skew. 

But to allow for more specific analysis, we will say there is negative call skew when OTM calls have less IV%. And we will say there is negative put skew when OTM puts have less IV%.