Mix a Forward Delta Premium Adjusted and a Forward Delta to construct the volatility surface

External question — Quantitative Finance Stack Exchange Author: juan felipe Original post: https://quant.stackexchange.com/questions/39949 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I have two brokers who give me delta strategies for USD-COP, but one of them gives me the issue with forward delta, the another one is premium adjusted. Besides, how can I mix them for construct a volatility surface in deltas and strikes?