Weighted Volatility for Options Pricing


I am trying to weight implied volatility for options by business day rather than by calendar day (and subsequently assign different weights to each business day).

Say that 1m implied volatility (30d) is 80 and 3m (90d) is 85. What methods can I use to weight each business day by 1 and weekend days by 0.05 (so only 5% of a trading day)?

My goal here is to eventually assign a weight to big events on a particular day, with smaller weights on other days and give me a better approximation of say where 2m implied volatility should be (rather than a straight interpolation).

Thank you