Implied Volatility Surface

The implied volatility surface built and rendered in 3D inside MetaTrader 5, using the platform's own DirectX bindings.

Companion code for the MQL5 article: https://www.mql5.com/en/articles/23385

What it does

An option chain gives prices. The surface is what you get after inverting every one of those prices back to the volatility that would produce it, then laying the results out across strike and expiry.

The Black-Scholes core does the inversion. IVSurfaceData builds the grid, handling the fact that a real chain is ragged rather than a neat rectangle. IVSurface3D.mq5 renders it with DirectX, so the surface is rotatable on the chart rather than a flat heatmap.

The chain can come from a CSV or from native MetaTrader 5 options.

Layout

Include/IVSurface/BlackScholes.mqh       pricing and IV inversion
Include/IVSurface/IVSurfaceData.mqh      grid construction
Include/IVSurface/IVProviderNative.mqh   native MT5 options feed
Indicators/IVSurface/IVSurface3D.mq5     the DirectX renderer
Files/IVSurface/iv_chain_sample.csv      sample chain

DirectX rendering needs a terminal build that supports it. The sample CSV lets you run without a live chain.

Disclaimer

Educational code. Past behaviour of any model or dataset says nothing about future results. Test on your own data and broker conditions before drawing conclusions.