SEBI advisory committee recommends 30-minute VWAP, considers 3:45pm trading extension
Business
SEBI's advisory committee has recommended retaining the current 30-minute volume-weighted average price (VWAP) method for at least a year, using the average price between 3pm and 3:30pm on expiration day.
They're also thinking about letting people trade derivatives a bit longer, until 3:45pm.
Market orders during extra time unsettled
They're still figuring out how to handle market orders in that extra time.