The National Commodity & Derivatives Exchange Limited (NCDEX), on February 12, 2026, notified regarding the review of the Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment.
The following has been stated namely: -
• 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 March 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:
• The table lists five underlying commodities along with their symbols and Volatility Scan Range (VSR). Coriander (DHANIYA) has the highest VSR at 10%, followed by Turmeric (TMCFGRNZM) at 9%. Guar Gum Refined Splits (GUARGUM5), Guar Seed (GUARSEED10), and Jeera (JEERAUNJHA) each have a VSR of 7%, indicating relatively lower volatility compared to Coriander and Turmeric.
• The circular shall be effective from the beginning of trading day March 02, 2026.
[Circular No. : NCCL/RISK-007/2026]
