Does the Final Settlement Price Occur at the Exact Moment of Expiration?

Not necessarily at an exact moment. For many cash-settled futures, the final settlement price is determined by calculating an average price over a specified time window leading up to or around the expiration time.

This process, often using a VWAP or similar methodology, is designed to prevent price spiking or manipulation that could occur at a single, precise moment.

Why Is a Time-Stamped Oracle Data Feed Important for Options Expiration?
What Mechanism Is Used to Determine the Final Settlement Price for Cash-Settled Bitcoin Futures?
How Does the Final Settlement Price for Cash-Settled Futures Typically Get Determined?
What Is the Difference between a Spot Price Oracle and a Volume-Weighted Average Price (VWAP) Oracle?
What Is the Term for the Time Period over Which the Final Settlement Price Is Calculated?
How Does the Chosen Time Window Affect the Effectiveness of a TWAP Oracle?
What Is the Trade-off between Using a Short TWAP Window versus a Long TWAP Window?
How Is the Final Settlement Price Determined for a Traditional Cash-Settled Futures Contract?

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