To disable the auto-lock option, depending on the iOS version, follow the steps below:
iOS 10 and higher
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Go to “Settings”
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Choose “Display & Brightness”
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Click on “Auto-Lock” and select "Never"
iOS 9.x and earlier
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Go to “Settings” on your phone
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Choose "General"
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Scroll down to find the "Auto-Lock" option
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Click on it and select "Never"
When iPhone is in “Low power mode”, it is not possible to set “Auto-Lock” to “Never”. You need first turn off “Low power mode”.