Help me model an implied volatility surface using R or Python

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.

Aptitudini: Python, Statistică, Limbaj de programare R, Calculus, Matematică

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Despre angajator:
( 1 părere ) Johannesburg, South Africa

ID Proiect: #30906320

13 freelanceri licitează în medie 36$/oră pentru acest proiect

(31 recenzii)

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(32 recenzii)

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