class="MsoNormal">The National Stock Exchange (NSE), on January 14, 2026, notified regarding the review of Volatility Scan Range (VSR) for the Option Contracts in Commodity Derivatives Segment.
It states that this notice, issued in continuation of Circular No. 0392/2025 dated December 15, 2025 and referring to SEBI Circular dated January 11, 2021, informs stakeholders about the applicable Volatility Scan Range (VSR) for option contracts in the Commodity Derivatives Segment for February 2026. The VSR for the month will apply to the specified commodities and their variants, with rates set at 5% for copper, 4% for gold, 6% for silver, 6% for zinc, 33% for crude oil, and 6% for natural gas.
[Circular no. NCL/COM/ 72312]
