The National Stock Exchange (NSE) on July 15, 2024, issued a circular regarding the review of the Volatility Scan Range (VSR) for the Option Contracts in the Commodity Derivatives Segment.
The following has been stated: -
•Applicable VSR for the month of August 2024 shall apply to the below commodities including its variants.
The detailed circular is given in the document below.
[Circular Ref. No: 0131/2024]