The National Stock Exchange Clearing Limited (NSE) on January 15, 2024, issued a circular regarding the review of the Volatility Scan Range (VSR) for the Options Contracts in the Commodity Derivatives Segment.
The following has been stated: -
•This is in continuation to our circular no. 0444/2023 (Download Ref no NCL/COM/59840) dated December 20, 2023, circular Ref. No: 350/2023 (Download Ref No: NCL/COM/58803) dated October 06, 2023, circular Ref. No: 0364/2023 (Download Ref No: NCL/COM/58938) dated October 13, 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.
Applicable VSR for the month of February 2024 shall be applicable to the commodities including its variants as given in the document attached below.
The detailed circular is given in the document attached below.
[Circular Ref. No: 0015/2023]
