NSE notified regarding the Review of Volatility Scan Range (VSR) for Option Contracts in Commodity Derivatives Segment

Dec 21, 2023 | by TeamLease RegTech Legal Research Team

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Secretarial ComplianceThe National Stock Exchange (NSE) on December 20, 2023, issued the notification regarding the Review of the Volatility Scan Range (VSR) for Option Contracts in the Commodity Derivatives Segment.

The following has been stated namely: -

• Applicable VSR for the month of January 2024 shall be applicable to the below commodities including its variants: 

1. COPPER – 6%

2. GOLD – 4%

3. SILVER – 6% 

4. ZINC – 6%

5. WTICRUDE – 33%

6. NATURALGAS – 6%

 

[Notification No. NCL/COM/59840]

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