Closing Auction
Closing Auction Session: the cash close is only part of the change
First observations on NSE CAS, expiry settlement, and why a cash-market close is also a derivatives-structure event.
PublishedVtrender · From the desk
Articles
Essays and working notes on how the Indian market trades — written from daily observation, not prediction. Structure, participation and evidence.
Editorial
From the desk
How Markets Changed
Watching charts versus reading markets
Information was never the constraint. The missing skill is still reading structure, participation, and acceptance.
Published Weekly Options
What weekly options did to the Indian trading day
Compressed time, positioning sensitivity, and expiry behaviour inside a derivatives-led price discovery framework.
In production Market Structure
Noise versus information: a working filter
Five questions for separating a fast move from a meaningful change in acceptance, value, or participation.
Published Orderflow
Reading order flow with context
Why Orderflow numbers mislead as standalone signals, and why the structure around flow is half the information.
Published AI
AI on the trading desk: what it replaces, and what it can't
A desk that runs both: AI in the workflow, judgment at the decision.
PublishedInterviews and coverage
Latest media
Media Quote · Moneycontrol
Traders back simpler settlement as SEBI reviews closing auction
Moneycontrol quotes Shai Coelho of Vtrender on SEBI's CAS consultation — keep derivative settlement on the 3:00–3:30 CTS VWAP until cash-auction volumes are meaningful, then switch only if the data supports it.
Media Quote · Business Standard
How 14 minutes of CAS trading upended six hours of market action
Business Standard quotes Shai Coelho of Vtrender after Sensex travelled more points in the 14-minute auction than in the entire session — why OTM options are absorbing CAS settlement uncertainty on expiry.
Media Quote · Business Standard
Closing auction leaves options traders caught both ways
Business Standard quotes Shai Coelho of Vtrender after Nifty's CAS swings trapped both longs and shorts — why the problem is liquidity in the closing window, not CAS itself.
Media Quote · Mint
Bulls and bears slug it out as Nifty nears key support
Mint quotes Shai Coelho of Vtrender as Nifty tests 23,600 — why rising US yields and higher crude tend to pull short-term foreign capital out of the market.
Guest Column · NDTV Profit
The first month of CAS has identified the next market structure question.
Shai Coelho writes in NDTV Profit on two Sensex expiry Thursdays, a thin auction settling a much larger derivatives book, and the specific gap SEBI is now reviewing.
Media Quote · The Economic Times
Market chaos after CAS: what SEBI is reviewing, and whether it stops expiry-day swings
The Economic Times quotes Shai Coelho of Vtrender on SEBI's settlement-price review — why a methodology tweak may not calm expiry days if order cancellations stay allowed.
Media Quote · Mint
SEBI circular on CAS impact: Groww, Angel One, BSE shares jump up to 8%
Mint quotes Shai Coelho of Vtrender after SEBI said it would review CAS settlement prices — why the IEP is a projection, not a transaction, while derivatives keep trading.
Media Quote · Mint
Bankex put option zooms as liquidity thins in BSE's CAS
Mint quotes Shai Coelho of Vtrender on why thin Closing Auction Session liquidity let a 3% band order fill — and why that print is far less likely in continuous trade.
Media Quote · Mint
Sensex weekly options gaining traction on non-expiry days: Sebi study
Mint quotes Shai Coelho of Vtrender on why Sensex options volume has shifted off Thursday — institutions holding Monday through Thursday, versus retail concentrated on expiry.
Media Quote · Mint
Did fat finger error plunge Nifty 271pts at closing auction?
Mint reports the 271-point Nifty drop in the first 30 seconds of CAS — a 3% band trade in Bharti Airtel, and what thin closing-auction liquidity can do to the index.
Interview · NDTV Profit
CAS turnover on settlement days is a market-structure question.
Shai Coelho of Vtrender speaks to NDTV Profit on why closing-auction activity matters more on expiry — cash orders, derivatives payoff, and what the Copthall–Mansi episode actually shows.
Interview · CNBC-Awaaz
CAS changed the derivatives day. Ten days of data already show it.
Shai Coelho of Vtrender joins a CNBC-Awaaz panel on the Closing Auction Session — why a cash-market close is reshaping 0DTE expiry, decision time, and participation on NSE and BSE.
Interview · Mint
AI will be useful in trading, but it can't replace judgment
Shai Coelho of Vtrender speaks to Mint about Indian market structure, weekly options, noise versus information, and where AI fits on a trading desk.
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