NSE notified regarding the Volatility Scan

Jul 15, 2026 | by TeamLease RegTech Legal Research Team

Free Legal updates for the week 00

Secretarial Compliance The National Stock Exchange (NSE) on July 15, 2026, notified the Volatility Scan Range (VSR) for select commodity option contracts for August 2026.

The applicable VSR has been prescribed as 5% for Copper, Gold, and Zinc, 6% for Silver and Natural Gas, and 30% for Crude Oil, including their respective variants. These VSR values will be used for margin computation and risk management in the Commodity Derivatives Segment during August 2026.

[Notification no. - NCL/COM/75204]

View Document 1