Review of Volatility Scan Range (VSR) for option Contracts in Commodity Derivatives Segment | NSE circular · Complied AI

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NSE Clearing Limited

Department: COMMODITY DERIVATIVES SEGMENT
Download Ref No: NCL/COM/75204	Date: July 15, 2026
Circular Ref. No: 0250/2026

All Members,

Sub: Review of Volatility Scan Range (VSR) for Option Contracts in Commodity Derivatives Segment

This is in continuation to our circular no. 0208/2026 (Download Ref no NCL/COM/74705) dated June 15, 2026, and with reference to SEBI circular SEBI/HO/CDMRD/DRMP/CIR/P/2021/08 dated January 11, 2021, on Review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment.

Applicable VSR for the month of August 2026 shall be applicable to the below commodities including its variants:

Sr. No	Commodity	Applicable VSR (%)
1	COPPER	5
2	GOLD	5
3	SILVER	6
4	ZINC	5
5	CRUDEOIL	30
6	NATURALGAS	6

Members are requested to take note of the above.

For and on behalf of NSE Clearing Limited

Huzefa Mahuvawala Chief Risk Officer

Telephone No	Email id
1800 266 0050 (Select IVR option No 2)	risk_ops@nsccl.co.in

Non-Confidential

Review of Volatility Scan Range (VSR) for option Contracts in Commodity Derivatives Segment

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