Volatility Surface

Plots the Volatility Surface from the Implied Volatility obtained from puts and calls.

The function first computes Implied Volatility for an option chain using the starting value proposed in Manaster & Koehler's (1982), which guarantees convergence for the Newton-Raphson algorithm. The function also supports MATLAB's in-built BLSIMPV function for IV.
Then, the Volatility Surface is plotted and smoothed using Natural-Neighbor interpolation. The interpolation method can also be changed for others supported by the GRIDDATA function.