I have a target underlying asset for pricing, but I only have the spot price for it. I’m looking for proxies for which I have the spot price, forward price, and implied volatility. I already have a mechanism that allows me to select the proxy based on correlation, cointegration, and return volatility! Now, I’d like to construct the implied volatility of my target underlying asset! Do you have any recommended methods or books? Did my selection metrics convince you?