The Multi-Commodity Exchange Clearing Corporation Limited (MCX) on January 09, 2026, issued a circular stating the review of the minimum Volatility Scan Range (VSR).
It has reviewed the Volatility Scan Range (VSR) through back-testing in line with SEBI guidelines and notified the revised applicable VSR for select commodities and index options. The updated VSR includes Copper (5%), Crude Oil (33%), Gold (4%), Natural Gas (6%), Silver (6%), Zinc (6%), and MCXBULLDEX options (3.5%).
[Notification no. - MCX/MCXCCL/013/2026]