General

What is the settlement price for India VIX futures?

The daily settlement price of India VIX futures shall be the weighted average price for last 30 minutes of the respective futures contract. If the contract does not trade, then theoretical futures price shall be used for computation. The final settlement price will be the closing value of the India VIX index on the expiry day. The closing value of the India VIX index is the average of the index values for last 30 minutes of trading.