|Futures Contracts on Index or Individual Security
||Closing 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
||Theoretical Price computed as per formula F=S * ert
|Futures Contracts on Index or Individual Securities
||Closing price of the relevant underlying index / security in the Capital Market segment of NSE, on the last trading day of the futures contracts.
|Options Contracts on Index and Individual Securities
||Final Exercise Settlement
||Closing price of such underlying security (or index) on the last trading day of the options contract.