The National Commodity Clearing Limited (NCCL) on August 14, 2026, revises the Volatility Scan Range for Guar Gum Refined Splits Options from September 1, 2026.
NCCL, with reference to the SEBI Master Circular for the Commodity Derivatives Segment and its earlier Risk Management and VSR-related circulars, has reviewed the Volatility Scan Range (VSR) for options contracts in the commodity derivatives segment for September 2026. The VSR for Guar Gum Refined Splits (GUARGUM5) has been revised to 8%, while there is no change for the other commodities. Accordingly, the VSR is 10% for Coriander (DHANIYA), 8% for Guar Gum Refined Splits (GUARGUM5), 7% for Guar Seed (GUARSEED10), 7% for Jeera (JEERAUNJHA), and 9% for Turmeric (TMCFGRNZM).
The revised VSR will be effective from the beginning of the trading day on September 01, 2026.
[Notification no. - NCCL/RISK-044/2026]
