BusinessPhoto: Mint MarketsSebi to adopt blended pricing to reduce expiry-day volatility
The Securities and Exchange Board of India (Sebi) plans to implement a blended pricing framework for derivatives settlement prices. This method will combine the volume-weighted average price (VWAP) from the last 30 minutes of trading with prices from the 10-minute closing auction session. The change aims to reduce sharp price swings and distortions on weekly and monthly options expiry days caused by reliance on auction prices alone.
Mint Markets··Mumbai




