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Which stocks are eligible for CAS?
The new closing auction session (CAS) will only apply to stocks that trade in the Futures & Options (F&O) market.
Here are lists of stocks which are eligible for the CAS.
Segments not affected right now:
- Non-F&O stocks: Stocks without F&O contracts will continue using the traditional 30-minute average price method (VWAP) to set their daily closing price.
- Stocks exiting F&O: If a stock is removed from the F&O market, it will automatically switch back to the old 30-minute average method.
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