Branch² Intelligence

F&O expiry should be delinked from SEBI's closing auction session: Crosseas' Rajesh Baheti

IN · 2026-08-28

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Key takeaway

Crosseas Capital's Rajesh Baheti criticizes SEBI's Closing Auction Session.

  1. Step 1 · The triggerBaheti criticizes SEBI's auction process, claiming it distorts F&O expiry prices.
  2. Step 2 · Knock-onProposed changes could lead to reduced volatility in the derivatives market.
  3. Step 3 · Reaches youLower volatility may attract more traders, increasing liquidity in F&O markets.

The trigger is reported by the source below. The steps that follow are Branch²’s traced reasoning — how the shock could reach a business like yours, not a prediction.

Source: CNBC TV18 (Markets)

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