The National Commodity Clearing Limited (NCCL) on October 14, 2026, notified regarding the Revision of the Volatility Scan Range (VSR) for Option Contracts in the Commodity Derivatives Segment for November 2026.
NCCL has reviewed the Volatility Scan Range (VSR) for options contracts in the commodity derivatives segment for November 2026 and revised the VSR for Coriander (DHANIYA) to 9%. The VSR for the remaining commodities remains unchanged: Guar Gum Refined Splits (GUARGUM5) at 8%, Guar Seed (GUARSEED10) at 7%, Jeera (JEERAUNJHA) at 7% and Turmeric (TMCFGRNZM) at 9%. The revised VSR requirements will come into effect from the beginning of the trading day on November 2, 2026.
The circular refers to SEBI Master Circular No. SEBI/HO/MRD/MRD-PoD-1/P/CIR/2023/136 dated August 4, 2023, and NCCL Circulars dated April 29, 2026, and September 4, 2026, concerning risk management and the review of VSR for commodity options.
[Notification No. - NCCL/RISK-055/2026]
