Black Scholes Implied Volatility Surface

In this video I generate a 3D chart of the Implied Volatility surface computed with the Black Scholes Equations. This is just an intuitive video to showcase how the risk-free rate varies on a time scale and how to match each option with a treasury yield based on their expiration/maturity relationship. The code for this video is located at: https://github.com/MoQuant/IntroToOptionPricing