The National Commodity Clearing Limited (NCCL) on April 13, 2026, issued the notification regarding the Review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment.
The following has been stated namely: -
• NCCL has reviewed the Volatility Scan Range (VSR) for options contracts in the commodity derivatives segment for May 2026.
• No change has been made to the existing VSR values after the review.
• Current VSR levels: Coriander (10%), Guar Gum & Guar Seed (7%), Jeera (7%), and Turmeric (9%).
• The revised (unchanged) VSR will be effective from May 04, 2026 (start of trading day).
[Notification No. NCCL/RISK-018/2026]
