SEBI is considering VWAP and tighter price bands to enhance derivatives settlement and address CAS-related concerns.

SEBI is considering VWAP and tighter price bands to enhance derivatives settlement and address CAS-related concerns.

Sebi Chairman Tuhin Kanta Pandey stated the Closing Auction Session is here to stay. Traders express concerns about sharp expiry-day swings linked to this new mechanism. Global…