Exposing a change event on a datagridview cell that is configured as a combobox

I have a datagridview that uses a drop down for one column. I want to capture the event where the user change the value in the drop down, but none of the supplied events appear to take effect until AFTER I leave the cell and move the focus somewhere else.

Is there a way to cast this cell to the specific cell type and raise an event that fires immediately when the combo value is changed?
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       public Form1()
            dataGridView1.EditingControlShowing += new DataGridViewEditingControlShowingEventHandler(dataGridView1_EditingControlShowing);

        void dataGridView1_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e)
            if (dataGridView1.CurrentCell is DataGridViewComboBoxCell)
                ComboBox cmb = e.Control as ComboBox;
                cmb.SelectedIndexChanged -= new EventHandler(cmb_SelectedIndexChanged);
                cmb.SelectedIndexChanged += new EventHandler(cmb_SelectedIndexChanged);

        void cmb_SelectedIndexChanged(object sender, EventArgs e)
            ComboBox cmb = sender as ComboBox;

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