MCXIVcommodities data analysis terminal
Open MCXIVA commodities data analysis terminal — historical, live and forward-looking
MCXIV is a commodities data analysis terminal for MCX options. Backtester and Journal replay positions against synced MCX bhavcopy history session by session, model estimate versus actual EOD print. Alongside them, Position Tracker, MCXVIX and Paper Trading run the same Black-76 pricing engine against Kite's live feed instead.
Strategy Review
Backtester and Journal, as tabs of one page. Build a position at a past session's real closes, move the target-session slider, and see the model payoff/greeks against the actual EOD print, side by side. The Journal then walks that same position session by session -- P&L, greeks and win-rate stats from entry to target.
Volatility analysis
ATM IV history, IV percentile and rank, realised-vol estimators (close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, EWMA, GARCH), volatility cones, variance risk premium and term structure, from the same synced bhavcopy history the Backtester uses.
Position Tracker
Track live positions against Kite's real-time feed -- live IV, greeks and P&L, not a bhavcopy close.
MCXVIX
A live, constant-maturity ATM implied-vol index per commodity, solved the same way the rest of the app solves IV, off Kite's live quotes.
Paper Trading
A simulated account filled at Kite's live LTP -- MIS or BTST, real margin blocked per position, MIS auto-squared-off at session end, and a full order/fee history.
Strategy library
A reference of common option structures with in-house Black-76 payoff diagrams, breakevens and max profit/loss for MCX commodity options.
Set IV vs actual IV
In the Backtester, the IV slider shifts every leg's vol. Next to it, MCXIV shows the Set IV you are pricing at, the Actual IV solved from the bhavcopy close of the target session, and the difference in vol points — so a what-if is never mistaken for what the market printed. Expiry-day prints are excluded from all IV statistics.