Sensex experienced a sharp 2,100-point drop during the closing auction session on expiry day, causing a massive surge in out-of-the-money put options. This volatility highlights ongoing concerns about the closing auction session’s impact on index derivatives pricing.
Sensex experienced a sharp 2,100-point drop during the closing auction session on expiry day, causing a massive surge in out-of-the-money put options. This volatility highlights ongoing concerns about the closing auction session’s impact on index derivatives pricing.
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