India's proposals to revamp derivatives settlement could alleviate expiry-day volatility, analysts say
India’s market regulator has unveiled a plan to modify the derivatives expiry-day settlement rules. These changes are intended to mitigate volatility and bring clarity to the options market. The proposals include two methods for calculating settlement prices: one utilizing trade data from the final thirty minutes coupled with a closing auction, while the other suggests a temporary shift to relying solely on the last thirty minutes of trading activity.
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