Sebi to review derivatives settlement price methodology after CAS volatility
4 sources·Updated September 4, 2026
Sebi derivatives review
Covered by 4 sources
- Economic Times·4h agoBSE, Groww, Angel One shares rally up to 8% after Sebi’s CAS circular. What did the regulator say?
Sebi plans to review the methodology for setting derivative settlement prices on expiry after market participants raised concerns over the new Closing Auction Session (CAS). The regulator will issue a consultation paper next week.
Read at Economic Times → - Bloomberg Markets·6h agoSharp Price Swings Prompt SEBI Review of India’s Closing Auction
Regulator may propose changes to the way settlement prices for equity derivatives contracts are calculated.
Read at Bloomberg Markets → - ET Markets·16h agoSebi 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…
Read at ET Markets →
