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Sebi likely to adopt blended pricing framework to curb expiry-day volatility in derivatives

Sebi reviewed the framework through a consultation paper in September, following pushback from market participants over a liquidity squeeze during the auction.

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MintLean R·1h ago
Sebi likely to adopt blended pricing framework to curb expiry-day volatility in derivatives
Sebi reviewed the framework through a consultation paper in September, following pushback from market participants over a liquidity squeeze during the auction.
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Sebi likely to adopt blended pricing framework to curb expiry-day volatility in derivatives

How 1 sources are covering this

Sebi likely to adopt blended pricing framework to curb expiry-day volatility in derivatives

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