mcx / contract expiries
MCX contract expiries, minute by minute
Silver, crude oil and natural gas, with their mini contracts. Every contract month that traded has its own files, so each expiry and each roll from one contract to the next can be studied on its own.
what you can study
- Volume migration from the expiring contract to the next one.
- Price behaviour of crude oil and natural gas in their final sessions.
- Big contract against mini contract on the same commodity.
good to know
MCX trades into the evening, so resample by calendar date rather than a fixed 09:15 to 15:30 window. Futures history runs from January 2023; options are in the futures + options pack.
The files hold traded prices. Greeks and implied volatility can be computed from option price, underlying level and time to expiry; the guides show how.
> mcx packs
Each pack includes every trading day in its window: expiry days and the days leading up to them.
MCX commodities · 1-minute
Silver, crude oil and natural gas contracts, where each contract expiry is its own event.
Everything
Every index and commodity on this site in one order.