NSE notified regarding the Review of Volatility Scan Range (VSR) for Option Contracts in Commodity Derivatives Segment for October 2024

Sep 18, 2024 | by TeamLease RegTech Legal Research Team

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Secretarial ComplianceThe National Stock Exchange (NSE) on September 13, 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: -

• Applicable VSR for the month of October 2024 shall be applicable to the specified commodities including its variants

• The Commodity and Applicable VSR (%) has been stated namely: -

o Copper – 5 

o Gold – 4

o Silver – 6

o Zinc – 6

o Crude Oil – 33

o Naturalgas – 6

[Notification No. NCL/COM/63912]

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