CrudeChain IV

MCX CRUDEOILM · Black-76
Strategy library%

Bhavcopy ingestion

Drop CSV files — futures, options, or combined

Rows are routed automatically by Instrument Name (FUTCOM / OPTFUT)

Upload MCX bhavcopy CSVs to solve Black-76 implied volatility.

FUTCOM and OPTFUT rows are detected automatically, options expiries are matched to the correct underlying futures series, and IV plus the full greek set is solved per strike.