The National Commodity & Derivatives Exchange Limited (NCDEX) on January 9, 2026, notified regarding the review of Volatility Scan Range (VSR) for Option contracts in the Commodity Derivatives Segment for February 2026.
Clearing Members are informed that the Volatility Scan Range (VSR) for options contracts in the commodity derivatives segment has been reviewed for February 2026, with no change in the existing VSR levels. The VSR will remain at 11% for Coriander, 7% for Guar Gum, Guar Seed, and Jeera, and 9% for Turmeric.
The circular will be effective from the start of trading on February 02, 2026.
[Notification no. - NCCL/RISK-001/2026]
