The National Commodity Clearing Limited (NCCL) on May 08, 2026, issued a circular regarding the review of Volatility Scan Range (VSR) for option contracts in the Commodity Derivatives Segment.
The following has been stated:-
•National Securities Clearing Corporation Limited has reviewed the Volatility Scan Range (VSR) for options contracts in the commodity derivatives segment for June 2026.
•The review has been carried out in reference to relevant Securities and Exchange Board of India and NCCL circulars on risk management and commodity derivatives.
•There is no change in the existing VSR percentages for commodities, including Dhaniya, Guar Gum, Guar Seed, Jeera, and Turmeric.
•The applicable VSR ranges remain between 7% and 10%, depending on the commodity.
•The revised circular will come into effect from the start of trading on June 01, 2026, and members are advised to take note of the same.
[Circular No. : NCCL/RISK-024/2026]
