May tweak F&O settlement price mechanism: Sebi chief

MUMBAI: Sebi chairman Tuhin Kanta Pandey on Thursday said that the newly introduced Closing Auction Session (CAS) will stay but the regulator is studying if the mechanism to arrive at derivatives settlement prices could be changed. For the rest of the stocks, the earlier mechanism of volume-weighted average price (V-WAP) is followed.On Thursday, Pandey also said that the rollout of CAS across several developed markets had faced teething troubles, including liquidity in the market. "This is where SupTech offers tremendous opportunity. The objective is not simply to automate supervision, but to use data, analytics and AI to identify patterns that may not be visible through traditional methods. At Sebi, we are moving in this direction, with the aim of making supervision increasingly predictive and capable of identifying emerging risks early," he said.

Source: Times of India September 10, 2026 23:23 UTC