Market chaos after CAS: What exactly is Sebi reviewing and will it stop expiry-day wild swings?
- Posted on September 4, 2026
- By Business News Today
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- 1 min read
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Market chaos after CAS: What exactly is Sebi reviewing and will it stop expiry-day wild swings?
Sebis review of derivative settlement price methodology could reduce sharp expiry-day swings linked to the Closing Auction Session (CAS). Analysts expect the regulator to consider delinking derivative settlements from CAS closing prices rather than scrapping the mechanism. However, a revised framework may curb extreme volatility without eliminating normal expiry-day market swings.
