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Settlement Price

ProductSettlementSchedule
Futures Contracts on Index or Global Index Individual SecurityDaily SettlementClosing price of the futures contracts on the trading day. (closing price for a futures contract shall be calculated on the basis of the last half an hour weighted average price of such contract)
Un-expired illiquid futures contracts (including Global Indices)Daily SettlementTheoretical Price computed as per formula F=S * ert
Futures Contracts on Index or Individual SecuritiesFinal SettlementClosing price of the relevant underlying index / security in the Capital Market segment of NSE, on the last trading day of the futures contracts.
Futures Contracts on Global Indices (S&P 500 and DJIA)Final SettlementThe Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the futures contracts
Options Contracts on Index and Individual SecuritiesFinal Exercise SettlementClosing price of such underlying security (or index) on the last trading day of the options contract.
Options Contracts on Global IndicesFinal Exercise SettlementThe Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the options contracts