# Sensex Indicative Price Live — BSE CAS Closing Auction Chart, 3:15 to 3:30 PM

> Live Sensex indicative price during the BSE closing auction session, charted second by second from 3:15 PM until the close prints — beside the live ATM straddle, with every past auction.

Canonical page: https://www.quintalmind.com/sensex-indicative-price  
Published by Quintal Mind (https://www.quintalmind.com). Data recorded from the BSE indicative index feed at one print per second. Updated 13 Nov 2026, 23:00 IST.  
Cite with attribution to "Quintal Mind" and the page URL. Educational content, not investment advice. Not affiliated with NSE, BSE or SEBI.

## Key facts

- **Index:** Sensex (BSE)
- **Continuous index freezes:** 3:15 PM IST — F&O constituents leave continuous trading for the Closing Auction Session (CAS), live since 3 August 2026
- **First indicative print:** about 3:15 PM IST on BSE
- **Official close settles:** between 3:28 and 3:30 PM IST — order entry closes at a random moment, then every order matches at the equilibrium price
- **Index options trade until:** 3:40 PM IST; on expiry day the settlement price comes from the auction close
- **Chart cadence:** one print per second, recorded by Quintal Mind from the exchange's indicative index feed; every session archived
- **Latest recorded auction:** 13 Nov 2026 — low 81,497.37 at 15:20:04, high 81,597.50 at 15:26:35, closed 81,592.45 (settled 15:28:07)

## Recent Sensex closing auctions (indicative Sensex, recorded by Quintal Mind)

Times are IST. "Close (settled at)" is the official close and the second the line went flat on it. The first few prints of an auction are thin and often mark the session's high or low; the close is the number that settles.

| Session | First print | Low | High | Close (settled at) | Range (pts) |
|---|---|---|---|---|---|
| 13 Nov 2026 | 81,514.56 (15:15:36) | 81,497.37 (15:20:04) | 81,597.50 (15:26:35) | 81,592.45 (15:28:07) | 100.13 |
| 12 Nov 2026 | 81,949.76 (15:15:39) | 80,517.74 (15:21:06) | 82,014.00 (15:27:07) | 81,911.01 (15:29:10) | 1,496.26 |
| 11 Nov 2026 | 81,496.28 (15:15:36) | 81,379.89 (15:20:07) | 82,375.43 (15:23:03) | 81,879.40 (15:30:04) | 995.54 |
| 9 Nov 2026 | 81,071.48 (15:15:35) | 80,827.14 (15:20:40) | 81,192.47 (15:26:39) | 81,106.65 (15:28:54) | 365.33 |
| 6 Nov 2026 | 80,771.17 (15:15:42) | 80,590.00 (15:20:10) | 81,387.67 (15:24:45) | 81,028.02 (15:30:00) | 797.67 |
| 4 Nov 2026 | 77,209.14 (15:15:41) | 77,137.93 (15:20:38) | 77,593.42 (15:23:02) | 77,301.40 (15:28:45) | 455.49 |
| 3 Nov 2026 | 76,613.69 (15:15:41) | 76,574.42 (15:20:35) | 77,113.91 (15:23:03) | 76,917.85 (15:29:53) | 539.49 |
| 2 Nov 2026 | 75,330.15 (15:15:40) | 75,330.15 (15:15:40) | 75,939.78 (15:23:01) | 75,692.78 (15:29:26) | 609.63 |
| 30 Oct 2026 | 74,509.56 (15:25:14) | 74,454.42 (15:28:42) | 74,546.80 (15:25:20) | 74,459.53 (15:28:46) | 92.38 |
| 29 Oct 2026 | 74,095.18 (15:15:44) | 73,721.28 (15:23:09) | 74,607.23 (15:27:25) | 74,151.04 (15:29:47) | 885.95 |

This page charts the live Sensex indicative price — the indicative index value BSE publishes during the Closing Auction Session (CAS) — second by second from 3:15 PM until the official Sensex close lands, usually by 3:30 PM. BSE starts publishing the indicative Sensex within seconds of the 3:15 PM freeze, a few minutes before NSE's indicative Nifty appears, so this is the earliest read on where the Indian market is going to close.

The pane sits beside the live Sensex ATM straddle from BSE's options market, because Sensex options keep trading until 3:40 PM against a spot that stopped at 3:15. Outside the window the pane holds the most recent recorded session, dated on its legend chip, and switches to today's prints the moment the first one arrives.

## What the Sensex indicative price is

Since 3 August 2026 the Indian cash market has ended the day with a Closing Auction Session (CAS) on both NSE and BSE. Every stock with F&O contracts — which is the whole of the Sensex — leaves continuous trading at 3:15 PM and moves into a call auction. The reference price for each stock is its volume-weighted average between 3:00 and 3:15 PM, the auction accepts orders within ±3% of it, and from 3:15 PM the exchange continuously publishes an indicative equilibrium price per stock: the price the auction would clear at if it ended now.

The Sensex indicative price is the index computed from those indicative equilibrium prices. BSE stops disseminating the continuous Sensex at 3:15 PM, so from then until the auction settles the indicative value is the only live read on the index. BSE begins publishing the indicative Sensex almost immediately, from about 3:15 PM; order entry closes at a random moment between 3:28 and 3:30 PM, the equilibrium algorithm matches every order at one price per stock, and the official Sensex close prints from the result — on the recorded sessions, by 3:30 PM.

Until the close prints, the number is indicative in the exact sense: it moves with every order added to or pulled from the auction, and the last few minutes before the random close are where it moves most. The official closing value is struck once, after matching, and is what the exchange publishes as the Sensex close for the day.

## Why the Sensex closing auction is in the news

The Sensex auction is where the Closing Auction Session made its name. On the 27 August monthly expiry our recording of the BSE indicative Sensex shows it opening the auction at 77,188.43, falling to 74,964.07 by 15:24:26 and settling at 76,933.59 — more than 2,200 points down and most of the way back inside nine minutes, with Sensex options on their expiry day settling to whatever that line landed on. Two weeks earlier, on 13 August, the indicative ran from 77,399.24 at 15:20:06 to 78,193.02 at 15:26:16 in three spikes; SEBI's order of 19 August over that session barred two entities and impounded ₹3.68 crore.

The auctions since have been quieter — on 8 September the indicative Sensex held a 130-point range and closed at 75,577.58 while the indicative Nifty was swinging below 23,400 on NSE — which is exactly why the two exchanges need watching separately. Every one of those sessions is in the compare calendar on this page, second by second.

The explanation from exchanges and brokers is thin volume: fewer proprietary and high-frequency participants trade the auction window, so one large order moves the indicative far more than it would in continuous trading, and BSE's thinner cash book moves further than NSE's. SEBI has described the swings as teething issues and said the mechanism will not be rolled back, while acting against specific sessions — its 19 August order over the 13 August Sensex auction barred two entities and impounded ₹3.68 crore. For options traders the consequence is the one this page exists for: the index that settles their contracts is now set in a twenty-minute window that most charts do not show at all.

## How to read the chart from 3:15 PM to 3:30 PM

The pane draws one print a second from the first indicative value to the close. The line's starting level is where the auction opened relative to the 3:15 PM freeze, and the gap between the two is the first thing to read: an indicative that opens well below the frozen spot says the auction book is net sell, and the close is going to land below where the continuous market stopped.

The path from there is the order book being built. Large imbalances show up as steady drifts — the indicative walks in one direction as one side of the book keeps growing — while reversals mark the moments a large order was pulled or the other side arrived. The last two minutes before the random close are the ones to watch: this is where positions are squared and where the biggest single-minute moves in the recorded sessions have come.

Once the close prints the line goes flat, and that flat level is the official Sensex close. It is held on the pane until 3:40 PM, when index options stop trading, so the final quarter-hour of the options session can be read against the number it is actually settling to.

## Why the indicative matters for Sensex options

Index options keep trading until 3:40 PM, twenty-five minutes after the Sensex itself stopped. In that window the ATM straddle is being priced against a spot that is frozen at its 3:15 PM value, and the level the market is actually trading toward is the indicative. That is why this pane sits beside the live straddle chart rather than on its own: the left pane shows what the options are doing, the right pane shows the only index level that is still moving.

On expiry day this is the whole game. The final settlement price of an expiring Sensex contract comes out of the closing auction, so the last twenty-five minutes of an ATM straddle are a bet on where the indicative settles, not on where spot stopped. A 100-point move in the indicative shifts which strike finishes at the money, and the straddle reprices to it while the frozen spot on every ordinary chart says nothing has happened.

Off expiry the same read tells you whether the day's close is going to gap from the 3:15 PM print — which is what tomorrow's open, the overnight Gift Nifty basis and any end-of-day rebalancing flows all key off. The straddle's behaviour in the window, read against the indicative, is the cleanest sign of whether the market is being surprised by the auction or expected it.

## Past auctions and comparing sessions

Every recorded closing auction is kept. Outside the window the pane holds the most recent session, with its date on the legend chip and in the tooltip, and the moment today's first indicative print arrives that session is replaced by the live one. On a weekend or a holiday the pane shows the last auction that traded.

The compare calendar picks any past session. Choose a date and the left pane draws that day's straddle over today's while the right pane draws that day's closing auction, so a large end-of-day move can be studied minute by minute alongside the premium it produced. Sessions that archived no auction say so instead of silently showing another day.

Across sessions the thing to compare is the size of the auction move — the distance between the 3:15 PM freeze and the final close — and how early the indicative found its level. Days where the line was settled by 3:25 PM and days where the whole move came in the last ninety seconds are different regimes, and they treat a short straddle very differently.

[Open the Sensex straddle chart](https://www.quintalmind.com/straddle-chart/sensex)

## What else is on this page

The stats bar carries the Indicative tile all session — outside the auction it tracks the level the tick feed already shows, and it gains a CAS tag from 3:15 PM, when it becomes the only live level. The spot, futures and synthetic-future tiles dim through the window, because nothing derived from a frozen index should read as current until the close lands.

The left pane is the full live ATM straddle chart: the combined CE+PE premium on the 100-point strike grid, with spot, synthetic future, straddle VWAP and adjustable EMA overlays, the ATM roll marked on the line, and the ATM±5 option chain beside it. The Range control prepends up to five archived sessions and the compare calendar overlays any past day.

Data is indicative and not investment advice; the site is not affiliated with NSE, BSE or SEBI.

## Questions and answers

**What is the Sensex indicative price?**  
It is the Sensex index value computed from the indicative equilibrium prices of its constituents during the Closing Auction Session — the level the index would close at if the auction ended now. BSE stops publishing the continuous Sensex at 3:15 PM, so the indicative is the only live index value until the close prints.

**When is the Sensex indicative price published?**  
From 3:15 PM on BSE trading days until the closing auction settles — order entry closes at a random moment between 3:28 and 3:30 PM and the official close prints from the matched result. This page charts it second by second and holds the final value to 3:40 PM, when index options stop trading.

**Why does Sensex spot stop moving at 3:15 PM?**  
Since 3 August 2026, stocks with F&O contracts leave continuous trading at 3:15 PM for a call auction, and the exchange stops disseminating the continuous index with them. The index resumes with the official closing value once the auction has matched.

**Is the indicative price the closing price?**  
No. The indicative moves with every order added to or pulled from the auction; the closing price is struck once, after order entry closes, at the equilibrium price of each stock. The indicative converges on it, and the last print before the flat line on the chart is the close.

**Can I see yesterday's Sensex closing auction?**  
Yes. Outside the window the pane holds the most recent recorded session, dated on its legend chip, and the compare calendar draws any past session's auction beside that day's straddle.

**Do Sensex options trade during the closing auction?**  
Yes — index and stock F&O contracts trade continuously until 3:40 PM, which is why the indicative matters: for the last twenty-five minutes of the options session it is the only index level that is moving, and on expiry day the settlement price comes out of the auction.

**Why does the Sensex indicative price swing so much during CAS?**  
The auction window is thin: fewer proprietary and high-frequency participants trade it, so a single large order moves the indicative far more than it would in continuous trading, and the last two minutes before the random close — when orders are added or pulled — carry the biggest moves. The 27 August expiry saw the indicative Sensex fall more than 2,200 points and recover inside nine minutes; SEBI has called such swings teething issues and ruled out rolling the mechanism back.

**Where can I track the Sensex CAS indicative price live?**  
On this page: it draws the BSE indicative Sensex at one print per second from 3:15 PM until the close, holds the official close to 3:40 PM, keeps every past auction for comparison, and shows the live ATM straddle beside it.

**What else does the Sensex indicative price page show?**  
The live Sensex ATM straddle chart sits beside the indicative pane: the combined CE+PE premium with spot, synthetic future, straddle VWAP and adjustable EMA overlays, the ATM roll marked on the line, and the ATM±5 option chain. The stats bar carries an Indicative tile that gains a CAS tag from 3:15 PM, the Range control prepends up to five archived sessions, and the compare calendar overlays any past day.

## Related

- Live chart: https://www.quintalmind.com/sensex-indicative-price
- Nifty indicative price: https://www.quintalmind.com/nifty-indicative-price
- Bank Nifty indicative price: https://www.quintalmind.com/banknifty-indicative-price
- Live straddle chart: https://www.quintalmind.com/straddle-chart
- JSON twin of this page: https://www.quintalmind.com/sensex-indicative-price.json