The National Commodity & Derivatives Exchange Limited (NCDEX), on March 09, 2026, notified regarding the review of Volatility Scan Range (VSR) for Option contracts in the Commodity Derivatives Segment.
The following has been stated namely: -
• This notice informs Clearing Members that the Volatility Scan Range (VSR) for commodity derivatives options contracts was reviewed for April 2026, and no changes were made.
• VSR remains unchanged for the listed commodities in the options segment.
• Commodities listed include Coriander, Guar Gum, Guar Seed, Jeera, and Turmeric.
• The circular shall be effective from the beginning of trading day April 01, 2026.
[Circular No. : NCCL/RISK-012/2026]
