I always find myself in the unknown charted territory when it comes to non-Linear Instruments. I come across the scenario, How to value the option using Delta Vol surface? Example I have CME traded Soybean option(900 strikes, Underlying traded future (spot) trading at 880 USD-cents/BU) with dec maturity and delta surface from the Bloomberg. a) I need to plug out implied volatility from the delta surface and Plug back into the same vol into Black-76.Ho should I go about it. Delta greeks need