You may try another scope.....one that is known to be good. It is possible that the scope, even though it's brand new......and a Nikon to boot.....is bad.

It happened to me one time and drove me absolutely nuts! My situation was a little different in that my groups tightened up slightly after the new "bad" scope was put on.........it is also the reason I no longer buy the cheaper scopes anymore.

The only way I found it was bad was I put that rifle aside and moved that scope to another rifle that I KNEW shot well.....and it started shooting bad. Put the old scope back on it and it shot it old reliable self again......no more cheap scopes for me.

BTW.......For me Nikon does not fall into the cheap category for what it's worth. But they can have problems just like anybody else.