Sebi Proposes Changes To Closing Auction Session, F&O Settlement Rules: Key Proposals Explained
Notably, Sebi introduced the CAS in the equity cash segment on August 3, 2026, for those securities which have futures and options contracts. The CAS framework was introduced to increase transparency in the calculation of closing prices. Prior to the implementation of CAS, the closing price was calculated using the Volume Weighted Average Price (VWAP) method
















































