Univest
Univest
  • Markets

  • SEBI CAS: Framework Revised; Auction Window Set, Reference Price Calculation for Eligible Securities Changed

    • October 16, 2026
    • Posted by: Harsh Piplani
    • Category: News
    No Comments
    SEBI CAS: Framework Revised; Auction Window Set, Reference Price Calculation for Eligible Securities Changed

    SEBI revised the closing auction session: a 3:30 to 3:40 pm window, 15 minute VWAP reference price and 30 minute VWAP expiry settlement.

    read more

  • SEBI Closing Auction Rules: Why the Regulator May Partly Reverse Them After Sharp Derivatives Price Swings, What Changes for Expiry-Day Settlement and What Traders Should Watch

    • October 5, 2026
    • Posted by: Chaitanya Auti
    • Category: News
    No Comments
    SEBI Closing Auction Rules: Why the Regulator May Partly Reverse Them After Sharp Derivatives Price Swings, What Changes for Expiry-Day Settlement and What Traders Should Watch

    SEBI may partly reverse its closing auction rules for derivatives after sharp swings. See the timeline, the 30-minute VWAP and the impact.

    read more