NSE issued a notification regarding the Review of the Volatility Scan Range for Option Contracts in the Commodity Derivatives Segment
The National Stock Exchange (NSE) on September 15, 2023, issued a notification regarding the Review of the Volatility Scan Range for Option Contracts in the Commodity Derivatives Segment
The following has been stated namely: -
• This is in continuation to circular no. 0287/2023 (Download Ref no NCL/COM/57961) dated August 14, 2023, and with reference to SEBI circular dated January 11, 2021, on Review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment.
• The Applicable VSR for the month of October 2023 shall be as follows: -
1. COPPER – 6
2. GOLDM – 4
3. SILVER – 6
[Notification No. NCL/COM/58407]
