Sebi Reviews Closing Auction Session Amid Expiry Day Volatility Concerns
The Securities and Exchange Board of India (Sebi) is reviewing its recently introduced Closing Auction Session (CAS) for settling derivative contracts, following market feedback about increased volatility on expiry days. Since CAS began on August 3, sharp late-session swings in Sensex options have caused significant market disruptions, prompting Sebi to consider reverting weekly and monthly derivatives settlement to the previous volume-weighted average price (VWAP) method or a combination of VWAP and CAS. A consultation paper on this potential change may be issued soon.
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 (45/100). Lens Score 48/100.
Outlets measured: mint, economictimes. See how each one headlined and framed the same story in the source comparison below.
AI Analysis
Sentiment was consistent across outlets (38–52/100), indicating broadly factual reporting rather than editorialising.
Coverage timeline
economictimes broke this story on 6 Sept, 09:44 am. Other outlets followed.
