How Does an Options Exchange Determine the Final Settlement Price?

The final settlement price for a cash-settled option is typically determined by calculating an average of the underlying asset's price from a designated set of spot or index exchanges over a specified time period leading up to expiration. This averaging process is designed to prevent market manipulation of the final settlement price and reduce volatility risk at the exact moment of expiry.

What Is a ‘Time-Weighted Average Price’ (TWAP) and Its Use in the Premium Index?
How Do Exchanges Determine the Final Settlement Price (The “index Price”)?
How Does the Final Settlement Price for Cash-Settled Futures Typically Get Determined?
How Is the Final Settlement Price Determined for a Cash-Settled Futures Contract?
How Is the Settlement Price Determined for a Fixed-Term Futures Contract?
How Do Options Protocols Handle the Risk of an Oracle Failure near the Contract Expiration Time?
What Mechanism Is Used to Determine the Final Settlement Price for Cash-Settled Bitcoin Futures?
What Is the Difference between an Average-Rate and an Average-Strike Asian Option?

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