The National Commodity & Derivatives Exchange Limited, (NCDEX), on January 07, 2025, issued a notification regarding the Review of VSR for Option contracts in the Commodity Derivatives Segment.
Clearing Members are informed that the Volatility Scan Range (VSR) for options contracts in the commodity derivatives segment has been reviewed, and there are no changes for February 2025. The VSRs remain as follows:
Coriander (DHANIYA): 8%
Guar Gum (GUARGUM5): 7%
Guar Seed (GUARSEED10): 7%
Jeera (JEERAUNJHA): 9%
Turmeric (TMCFGRNZM): 8%
This circular is effective from February 1, 2025.
[Notification No. NCCL/RISK-003/2025]
