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CAS: how's everyone adjusting their EOD strategy after Aug 3?

NSE rolled out the Closing Auction Session (CAS) from 3rd August, price discovery in the 3:15 to 3:35 window now works differently. Some people are saying it'll reduce closing price manipulation, but honestly kaafi traders (mujhe included) are still figuring out how fair value and reference price are being calculated during this window.

Starting this thread to discuss, share your experience, anyone facing glitches? Did your broker/platform show any changes? Especially curious how this is affecting NIFTY/BANKNIFTY closing prints and options settlement.

2 Replies

Karthik hebbar
@hebbarkarthik471 months ago

Same confusion here bhai. Watched NIFTY closing prints yesterday, felt slightly off from what I expected pre-CAS. Not complaining, just adjusting my EOD exit timing for now, anyone else pushing their squares off earlier to avoid the auction window uncertainty?

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