The National Commodity Clearing Limited (NCCL) on March 10, 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: -
• The Volatility Scan Range (VSR) for Options contracts in commodity derivatives segment has been reviewed for the month of April 2025.
• The VSR shall be as follows:
o Coriander – DHANIYA – 11%
o Guar Gum Refined Splits – GUARGUM5 – 7%
o Guar Seed – GUARSEED10 – 7%
o Jeera – JEERAUNJHA – 8%
o Turmeric – TMCFGRNZM – 8%
This shall be effective from the beginning of trading day April 01, 2025.
[Notification No. NCCL/RISK-012/2025]
