The Closing Auction: How the Close Is Set Since August 2026

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

Authors

Lokesh Gupta (ORCID: https://orcid.org/0009-0000-7501-9230)

Publication Details

Journal: Zenodo (CERN European Organization for Nuclear Research)
Published: 2026-10-08
DOI: https://doi.org/10.5281/zenodo.23227970
Primary Topic: Financial Markets and Investment Strategies
Type: article
Field-Weighted Citation Impact: 0.00

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article

The Closing Auction: How the Close Is Set Since August 2026

Lokesh Gupta

Oct 8, 2026

Zenodo (CERN European Organization for Nuclear Research)

Financial Markets and Investment Strategies

article

The Closing Auction: How the Close Is Set Since August 2026

Lokesh Gupta

October 8, 2026article en

Abstract

Zenodo (CERN European Organization for Nuclear Research)

Openalex Percentile: Top 8%

Financial Markets and Investment Strategies

DOI Open Access PDF OpenAlex

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The Closing Auction: How the Close Is Set Since August 2026 — Lokesh Gupta · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS