(a) From market price data make a graph of implied volatility versus strike price K for...

(a) From market price data make a graph of implied volatility σ versus strike price K for call options on the S&P-500 for expiration maturities of T on the order of 30 days (near as possible). Do the same for T = 60 and 90 days. You now have a volatility surface, implied volatility versus strike and time. 

(b) Do the same for put options.