SEBI Retains 30-Minute VWAP Method, Revises Closing Auction Session Framework
The Securities and Exchange Board of India (SEBI) has finalized revisions to the Closing Auction Session (CAS) framework, retaining the 30-minute volume-weighted average price (VWAP) method for derivatives expiry settlement. The CAS will operate from 3:30 pm to 3:40 pm starting December 7, 2026, with phased order entry and random closing times. The decision follows extensive market feedback favoring the existing VWAP approach over a blended pricing model incorporating auction prices, aiming to reduce volatility and improve price discovery in derivatives trading.
First-hand measurement across 2 sources
We measured how 2 outlets covered this story. No outlet gave this story a measurable political slant — there is no left–right reading to report. Overall sentiment is neutral (54/100). Lens Score 41/100.
Outlets measured: thefinancialexpress, moneycontrol. See how each one headlined and framed the same story in the source comparison below.
AI Analysis
Sentiment was consistent across outlets (50–50/100), indicating broadly factual reporting rather than editorialising.
Coverage timeline
moneycontrol broke this story on 14 Oct, 09:37 am. Other outlets followed.