A market-maker on the foreign exchange (FX) desk at an investment bank has been asked to provide a quote for an FX call option that expires in 7 months. The option has a strike price (K) to spot price (S₀) ratio of 1.075. The market-maker references the following implied volatility surface when creating the quote:

Time to expiration	Strike price to spot price ratio (K/S₀)
	0.90
1 month	9.25
3 months	9.10
6 months	9.45
1 year	9.65

What implied volatility should the market-maker use to create the quote?