I have bid/ask vols (straddles, risk-reversals and market strangles) for FX pairs, I want to create a mid/bid/ask volatility surface in strike/maturity space after a consistent smile calibration approach. Given the delta to strike depends on the vol in FX, how do I create the bid/ask smile points for the strike calculated from mid vols? Do I just naively repeat the calibration giving me a different strike from delta but I map the bid or ask vol to this strike calculated from mid or is there a better approach?


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