The National Stock Exchange (NSE) on August 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 SEBI circular dated January 11, 2021, on the same.
The Applicable VSR for the month of September 2023 shall be as follows:
• For COPPER, the Applicable VSR will be 6%
• For GOLDM, the Applicable VSR will be 4%
• For SILVER, the Applicable VSR will be 6%
[Circular No. 0287/2023]