
hi,

I'd like to be able to plot a 3-d vol surface using option strike vs. expiration(as yrs to maturity) vs. implied volatility.

I have the historical trade-date, expiration-date, strike, option price, option symbol, option type, implied vol. etc. data for each option, 
so I ran the following query:
OpQuotes <- dbGetQuery(con,"SELECT strike,iv,ytm FROM greeks WHERE trade_date='2011-10-07' AND symbol like 'MCO%'and type='C';")

I am trying to figure out if I need to convert the above into a list or have individual matrices, or set it up as a seq. Would appreciate some help/direction/suggestion/example code on that. 

I'd like to be able to use "persp" or "lattice" to plot this.

thanks!
 		 	   		  
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