NSE issued a circular regarding the review of Volatility Scan Range (VSR) for Option Contracts in the Commodity Derivatives Segment

Feb 15, 2025 | by TeamLease RegTech Legal Research Team

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Secretarial ComplianceThe 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]


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