Gold Future Options IV Curve Algorithm

We need a developer to build an algorithm that calculates the implied volatility curve for gold future options. The work includes processing option data, calculating volatility values, and generating a clear volatility curve output. The ideal freelancer should be able to translate financial logic into a reliable implementation and deliver a clean, maintainable solution. Please share relevant experience with financial modeling, options pricing, or similar quantitative projects. Don't apply if you use AI; this is impossible with any AI model. Don't waste your time. I have raw gold-futures option data exported from Rithmic in Excel workbooks. Each sheet lists the option prices across strikes and expirations (please forget IV +greeks in these data files, it's not correct); my goal is to turn those quotes into a clean, maturity-by-maturity Implied Volatility curve that mirrors the smooth IV term structure shown on the CME Group site (+term structure). Here is what I need done: • Build a robust algorithm (any mainstream language is fine) that ingests the Excel files and automatically identifies contract month, strike, call/put flag and last traded price. • Use a Binomial model to back out the Implied Volatility for every strike on every maturity. • Interpolate and smooth the resulting values so the final output is a continuous IV curve for each expiration and a consolidated surface across all expiries. • Provide reproducible code plus a brief README explaining inputs, assumptions and how to run the script on fresh Rithmic downloads. Acceptance criteria – For at least three recent trading days the generated curves must align to within 1–2 vol points of the CME curve at at-the-money, and show no arbitrage violations (monotone in strike, convex where expected). – Code must run end-to-end with a single command, using only open-source libraries. *DATA: https://drive.google.com/drive/folders/1ANRtRIQ8oOiw1n6AsdO3OmyRsTgE79s6?usp=sharing Please check data file here If you have solid derivatives maths and experience manipulating option data, this should be a quick, interesting project.