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Vtrender · Newsroom
Original market-structure research from Vtrender — an NSE- and BSE-authorised direct data vendor — led by founder Shai Coelho. Press quotes and interviews sit beside the monthly notes; they are not the same thing.
Market Structure Research is where the desk publishes findings. Media & Press is where outlets have quoted or covered that work.
Featured · NDTV Profit
Shai Coelho writes in NDTV Profit on SEBI's 90% F&O-loss disclosure — why a population statistic does not diagnose the next order, and what the terminal still does not show.
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Original findings
Monthly desk reports — numbered, dated, and built on authorised NSE and BSE feed data. Download the PDF or open the note page for context, schema, and links to charts and pillar guides.
Market Structure Note
September expiry-week clustering in NSE single-stock futures — 59.4% of top-100 volume in four sessions, rollover multiples versus median liquidity, and CAS closing-price behaviour. The dataset behind Hindu Business Line, Fortune India, Moneycontrol, and Mint coverage in October.
October 2026Market Structure Note
The first monthly market-structure report from the Vtrender desk — participation, session mechanics, and derivatives liquidity on NSE and BSE, built on authorised exchange feed data.
September 2026Quoted & covered
Interviews, guest columns, and outlets citing Shai Coelho or Vtrender — the record of third-party coverage, not the underlying dataset.
One Vtrender desk study on September expiry-week concentration — picked up in print and online by The Hindu Business Line, Fortune India, and Moneycontrol on why average daily volume can mislead when rollover dominates.
Mint (Ram Sahgal) quotes Shai Coelho of Vtrender on retail participation in the 10-minute CAS window — wild swings in Nifty and Sensex weekly option prices on expiry as traders chase payoff in the auction era.
Shai Coelho writes in NDTV Profit on SEBI's 90% F&O-loss disclosure — why a population statistic does not diagnose the next order, and what the terminal still does not show.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Shai Coelho of Vtrender speaks to Mint about Indian market structure, weekly options, noise versus information, and where AI fits on a trading desk.
From the desk
Closing Auction
First observations on NSE CAS, expiry settlement, and why a cash-market close is also a derivatives-structure event.
August 2026How Markets Changed
Information was never the constraint. The missing skill is still reading structure, participation, and acceptance.
4 September 2026Weekly Options
Weekly options did not lengthen the Indian session. They shortened the time a decision has to be right, and made the clock part of the reading.
29 September 2026Market Structure
Five questions for separating a fast move from a meaningful change in acceptance, value, or participation.
11 September 2026Orderflow
Why Orderflow numbers mislead as standalone signals, and why the structure around flow is half the information.
18 September 2026AI
A desk that runs both: AI in the workflow, judgment at the decision.
25 September 2026No Newsroom or Articles entries match that search.
For news desks
General-information notes circulated to journalists on the Closing Auction Session — not bylined research notes and not attributed to an individual.
Background on how CAS works, what changed at the Indian cash close, and what to watch in the early sessions. Circulated as general information for news desks.
Download PDFHow a closing-auction window meets same-day expiry: settlement, volatility, and the last 15 minutes of the derivatives day. General information, not a bylined column.
Download PDFHow cash and derivatives turnover have moved across five financial years — context for why a short cash auction now sits over a much larger derivatives book. General information for news desks.
Download PDFArticle
The Vtrender desk note on NSE CAS methodology, first-week observations, expiry settlement and 0DTE behaviour.
Read the noteKnowledge hub
Practitioner · Author
Founder of Vtrender and author of Power Trading with MarketProfile and Orderflow. Shai leads the desk research and the reading layers on Vtrender Charts — applying Market Profile and Orderflow to Indian markets since 2009. Press coverage spans Mint, Moneycontrol, Business Standard, NDTV Profit, The Economic Times, CNBC-Awaaz, The Hindu Business Line, and Fortune India.
For journalists and producers
Interviews, market structure commentary, speaking requests and advance access to Vtrender research.