loader2
Login Open ICICI 3-in-1 Account
  • Text Size
  • Text to Speech
  • Color Contrast
  • Pause Animations

Open ICICI
3-in-1 Account

Manage your Savings, Demat and Trading Account conveniently at one place

+91

BLOG

SEBI is likely to exclude derivatives from the Closing Auction Session

ICICIdirect Research 06 Oct 2026 DISCLAIMER

News: As per media sources, SEBI is likely to exclude derivatives from the Closing Auction Session (CAS) settlement price for at least a year, reverting to the 30-minute VWAP for derivatives settlement, following market concerns over expiry-day volatility. CAS may continue for less-liquid cash-market stocks. The revised framework is expected by end-October 2026.

View: The proposed change could be viewed positively for exchange and market intermediaries including brokers amid anticipation of recovery in volumes.

Impact: Positive

Download
ICICI Direct app

Invest, Track, and Manage your Portfolio Anytime, Anywhere

Download
ICICI Direct app

Invest, Track, and Manage your Portfolio Anytime, Anywhere