I have quality implied volatility data from 10 days to expiration to 720 days to expiration, across all strikes on a number of underlyings. I would like to understand how to smoothly interpolate these into a neat surface that I can then use to price options using Black-Scholes based on a generic variables (i.e. 50-Delta, 34 days to expiration). I've attached what the raw data looks like hereto.
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Hi, I am interested in this field and I would be happy to help you. I have good experience with Python , R and statistics. Feel free to reach out for more details on a private chat. Thanks, Best Regards,