The National Commodity Clearing Limited (NCCL) on October 08, 2024, issued a circular regarding the review of the Volatility Scan Range (VSR) for Option contracts in the Commodity Derivatives Segment.
The following has been stated: -
•The Volatility Scan Range (VSR) for Options contracts in the commodity derivatives segment has been reviewed for November 2024.
•VSR remains unchanged:
Commodity: Guar Seed
Symbol: GUARSEED10
VSR:7%
•The updated VSR will take effect from November 01, 2024.
[Circular No. NCCL/RISK-056/2024]