The National Commodity and Derivatives Exchange Limited (NCDEX) on December 09, 2024, notified regarding the review of Volatility Scan Range (VSR) for Option contracts in the Commodity Derivatives Segment.
The following has been stated namely: -
• It states the Volatility Scan Range (VSR) for Guar Seed options in the commodity derivatives segment remains unchanged at 7% for January 2025.
• This shall be effective from the beginning of trading day January 01, 2025.
[Notification no. - NCCL/RISK-068/2024]