The National Commodity & Derivatives Exchange Limited (NCDEX), on December 08, 2025, notified regarding the review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives.
The following has been stated namely: -
• In this context, Clearing Members are hereby informed that the Volatility Scan Range (VSR) for Options contracts in commodity derivatives segment has been reviewed for the month of January 2026.The VSR has been revised for Coriander (Symbol:DHANIYA). There is no change in VSR for the remaining commodities. The VSR shall be as follows:-
• Coriander — DHANIYA — 11%
• Guar Gum Refined Splits — GUARGUM5 — 7%
• Guar Seed — GUARSEED10 — 7%
• Jeera (Cumin) — JEERAUNJHA — 7%
• Turmeric — TMCFGRNZM — 9%
• The circular shall be effective from the beginning of trading day January 01, 2026.
[Circular No: NCCL/RISK-055/2025]
