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drona
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Joined: February 10th, 2002, 1:34 pm

Plot a volatility surface using excel charts

September 13th, 2002, 4:48 pm

Could someone please help me in plotting a volatility surface in excel.I have implied volatility, time (days) to expiry , strike price, I also have the corresponding spot.No matter what I do, I donot get the familar vol surface looking plot, BTW the data was all got frombloomberg.Regards
 
User avatar
drona
Topic Author
Posts: 0
Joined: February 10th, 2002, 1:34 pm

Plot a volatility surface using excel charts

September 13th, 2002, 5:49 pm

It looks like i should have had a grid of x and y values with the intersection as the z value then it all worksfine. thanks