The National Stock Exchange (NSE) on May 15, 2023, issued a Review of the Volatility Scan Range (VSR) for Option Contracts in the Commodity Derivatives Segment.
The following has been stated namely: -
• The applicable VSR% for the month of June 2023 shall be: -
1. COPPER – 6
2. GOLDM – 4
3. SILVER – 6
[Notification No. Ref No: NCL/COM/56707]