SEBI’s New Closing Auction Rule: How CAS Is Changing India’s Market Close
SEBI’s New Closing Auction Rule has changed how closing prices are discovered for F&O-eligible stocks, replacing the earlier final-30-minute VWAP approach with a Closing Auction Session (CAS). Since its August 2026 rollout, the new framework has influenced price discovery, market liquidity, volatility, and trading strategies around the close.
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https://blog.insights.market/s....ebis-new-closing-auc
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