Sebi will review derivative settlement price methods. This follows market participant feedback after the new closing auction session. The regulator introduced the closing auction session in the equity cash segment. This session determines the closing price of securities for derivatives. A consultation paper on proposed changes will be issued soon.

While establishing a reliable closing price is fine, derivative delivery settlement requires a dedicated auction

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…

SEBI plans to review the CAS-based settlement price mechanism for derivatives, with a consultation paper expected soon.