NSE Closing Auction Gap Tracker

SEBI’s Closing Auction Session started on 3 August 2026. Since then the official closing price and the price the market is actually trading against have not always agreed. We measure the difference every evening and publish it, whatever it says.

Index — the close, the options, and where it reopened

The contract that settles that day matches the official close almost exactly — settlement drags it there. The contract that does not settle stays where the market is actually trading. SENSEX is a BSE index, shown as a comparison.

The “next open” columns are history, not a forecast. Over the sessions measured so far the options-implied price has been closer to the next open than the official close about half the time — no better than a coin flip. We publish it so the pattern can build in the open. If that changes, we will say so.

Stocks — every F&O stock

How far each stock’s official close sat from the last price it actually traded at before the auction began at 15:15. If you hold one of these, the close your P&L is marked against is not where it was trading. Use the session picker above, or type a symbol to find yours.

How this is measured

Next expiry uses put-call parity — implied price = strike + call − put — on NSE’s official bhavcopy closing premiums, counting only liquid strikes (both legs traded at least 10% of that day’s busiest pair).

Settles today cannot use the bhavcopy: its closing price is stale for an expiring contract. On 4 August it listed the 24,500 call at 56.00 when that option actually traded at 115.70 eight minutes before expiry. So that row is built from real trades in the closing minutes. Below three prints we publish nothing rather than a number resting on two trades.

Stocks compare each stock’s last tick before 15:15 against NSE’s official closing price for that day.

This is market data, not investment advice. We are not a registered investment adviser. See today’s live options flow →