Sebi to review derivatives settlement price methodology after CAS volatility
https://economictimes.indiatimes.com/markets/stocks/news/sebi-to-review-derivatives-settlement-price-methodology-after-cas-volatility/articleshow/133740569.cms
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.
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