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Vtrender · Newsroom
Vtrender helps active Indian-market traders read Market Profile, Order Flow, Gamma, and options flow through live charts, structured learning, and research-backed market notes.
Interviews, guest columns, research and media coverage from the Vtrender desk — grounded in market structure, participation and evidence.
Featured · NDTV Profit
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.
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Media
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
Compressed time, positioning sensitivity, and expiry behaviour inside a derivatives-led price discovery framework.
In productionMarket 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.
General information
Background notes circulated to news desks on the Closing Auction Session. These are general information — not a bylined column, and not attributed to any 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
About Shai
Founder of Vtrender and author of Power Trading with MarketProfile and Orderflow. Shai has applied MarketProfile and Orderflow to Indian markets since 2009. Commentary in Moneycontrol, Business Standard, Mint, NDTV Profit, The Economic Times and CNBC-Awaaz.
For journalists and producers
Interviews, market structure commentary, speaking requests and advance access to Vtrender research.