The National Stock Exchange (NSE) on February 14, 2025, issued a circular regarding the review of the Volatility Scan Range (VSR) for Option Contracts in the Commodity Derivatives Segment.
The applicable VSR for the month of March 2025 shall be applicable to the below commodities including its variants:
|
Commodity Applicable VSR (%)
|
|
COPPER 5
|
|
GOLD 4
|
|
SILVER 6
|
|
ZINC 6
|
|
CRUDEOIL 33
|
|
NATURAL GAS 6
|
[Circular No: 0061/2025]