The National Commodity Clearing Limited (NCCL) on September 16, 2024, notified regarding the Review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment.
The following has been stated:
• The Clearing Members are hereby informed, that the Volatility Scan Range (VSR) for Options contracts in commodity derivatives segment has been reviewed for the month of October 2024 and there is no change in VSR. The VSR shall be as specified in the Table.
[Notification No NCCL/RISK-051/2024]