F&O expiry should be delinked from SEBI's closing auction session: Crosseas' Rajesh Baheti

Rajesh Baheti, MD of Crosseas Capital Services, says SEBI's Closing Auction Session is distorting F&O expiry prices and hurting the BSE options market more than the NSE. He wants derivatives settlement delinked from index price discovery, proposing an F&O cutoff at 3:15 pm. Sensex and Bankex swung sharply during the latest expiry session. Should regulators separate the two processes?
Key takeaways
- Category: Corporate Action.
Why it matters
A routine update. Use the price and stock snapshot to gauge how the market is responding.












