example of implied volatility surface plot

surfacePlot.R

library(plotly)

xaxx <- list(
  gridcolor='rgb(255, 255, 255)',
  zerolinecolor='rgb(255, 255, 255)',
  showbackground=TRUE,
  backgroundcolor='rgb(230, 230,230)',
  title = "Moneyness"
)

yaxx <- list(
  gridcolor='rgb(255, 255, 255)',
  zerolinecolor='rgb(255, 255, 255)',
  showbackground=TRUE,
  backgroundcolor='rgb(230, 230,230)',
  title = "Time To Maturity"
)

zaxx <- list(
  gridcolor='rgb(255, 255, 255)',
  zerolinecolor='rgb(255, 255, 255)',
  showbackground=TRUE,
  backgroundcolor='rgb(230, 230,230)',
  tickformat = "%",
  title = "Implied Volatility"
)

fig <- plot_ly(x = colnames(ivGridCalls), y =  rownames(ivGridCalls), z = ivGridCalls)
fig <- fig %>% add_surface()
fig <- fig %>% layout(scene = list(xaxis=xaxx, yaxis=yaxx, zaxis = zaxx))
fig <- fig %>% plotly::colorbar(title = "", x = 0.9, y = 0.75, tickformat = "%")
fig