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The Economic Times

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Sebi to review derivatives settlement price methodology after CAS volatility

Sebi will review derivative settlement prices after market feedback. The Closing Auction Session's impact on expiry-day settlement is a concern. Traders reported sudden option price swings during the auction window. This review follows the equity cash segment's Closing Auction Session introduction. A consultation paper on proposed changes will be issued soon.

3 Sep 2026 9:17 pm