The new closing-auction system in stock markets was meant to improve end-of-day prices. In the options market, however, the mechanism is producing extreme swings that are creating and wiping out gains in minutes.
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Indias new closing-auction system is triggering extreme volatility in the options market, with prices swinging sharply within…
India's options trading plummets 27% as new auction system disrupts strategies and liquidity on expiry days.
The Sensex witnessed a sharp late-session swing of over 2,000 points in six minutes on Thursday, raising fresh questions about…
BSE successfully rolled out its Closing Auction Session (CAS) on Monday, August 3, marking a significant operational change in…
Bankex options saw a significant surge during Thursday's expiry session. This unusual spike occurred within minutes, causing…
Indian equities fell sharply on Thursday, erasing gains during the first monthly expiry under the new closing auction session.…
