Since August 3, 2026 the closing price of stocks that have derivatives is set by one auction between 3:15 and 3:35 PM, not by the average of the last half hour. That changes what the close means, and what index expiry settles against. AION Analytics research note. Canonical version: https://aionanalytics.in/research/notes/closing-auction
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Lokesh Gupta (2026) studied this question.
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