The National Stock Exchange (NSE) on October 17, 2023, issued the notification regarding the Review of the Volatility Scan Range (VSR) for Option Contracts in Commodity Derivatives Segment.
The following has been stated namely: -
• Applicable VSR for the month of November 2023 shall be applicable to the below commodities including its variants:
1. Copper – 6%
2. Gold – 4%
3. Silver – 6%
4. Zinc – 6%
5. Wticrude – 30%
6. Natural Gas – 6%
[Notification No. NCL/COM/58971]