Neutral impactOrders & Deals
SEBI To Review F&O Settlement Price Methodology After CAS Rollout; Consultation Paper In A Week
NDTV Profit 2 hrs ago·3 Sept 2026, 3:32 pm
The Securities and Exchange Board of India (SEBI) is reviewing the methodology used to calculate the settlement price for Futures and Options (F&O) contracts. This review comes after the regulator observed the first month of the Closing Auction Session (CAS) and is considering adjustments to the current calculation method. SEBI plans to release a consultation paper outlining these potential changes within a week.
This move is significant for investors as the settlement price directly impacts the final value of their trades. Any changes to the calculation method could affect the price at which positions are squared off or settled, potentially altering the outcome for traders. Investors should monitor the consultation paper for details on how these adjustments might be implemented.
Going forward, market participants should stay updated on SEBI's proposed changes. The regulator's decision will likely set the new standard for how expiry prices are determined, which is crucial for risk management and trading strategies. Keeping an eye on this development will help investors adapt to any new rules that may come into effect.
Key takeaways
- Category: Orders & Deals.
- Assessed as a significant, market-relevant update.
Why it matters
A meaningful update worth tracking. Use the price and stock snapshot to gauge how the market is responding.
