The National Commodity Clearing Limited (NCCL) on July 04, 2024, 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: -
• The Volatility Scan Range (VSR) for Options contracts in the commodity derivatives segment has been reviewed for the month of August 2024. The VSR shall be as follows:
o Guar Seed – GUARSEED10 – 7%
The circular shall be effective from the beginning of trading day August 01, 2024
[Notification No. NCCL/RISK-034/2024]