The National Commodity Clearing Limited (NCCL) on February 13, 2025, issued the notification regarding the Review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment.
The following has been stated namely: -
• 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 March 2025.
• The VSR has been revised for Coriander and Jeera. There is no change in VSR for the remaining commodities.
• The VSR shall be as follows:
o Coriander – 11%
o Guar Gum Refined Splits – 7%
o Guar Seed – 7%
o Jeera – 8%
o Turmeric – 8%
[Notification No. NCCL/RISK- 007/2025]
