The National Stock Exchange (NSE) on July 14, 2023, issued a circular regarding the review of the Volatility Scan Range (VSR) for Option Contracts in the Commodity Derivatives Segment with reference to the SEBI circular dated January 11, 2021.
The applicable VSR for the month of August 2023 shall be as follows:
• COPPER - 6%
• GOLDM – 4%
• SILVER – 6%
[Circular No. 0248/2023]