The National Stock Exchange (NSE) on June 15, 2023, issued a notification regarding the Review of Volatility Scan Range (VSR) for Option Contracts in Commodity Derivatives Segment.
The following has been stated namely: -
• The Applicable VSR for the month of July 2023 shall be as follows:
1. COPPER – 6%
2. GOLDM – 4%
3. SILVER – 6%
[Notification No. NCL/COM/57115]