Abstract: Stock prices go up and down often because of things like how a company is doing what is happening in the economy what people think will happen and what the government is doing. Events around the world. These things can make prices go higher or lower and can lead to stock market volatility. Knowing about volatility is important because it helps people who invest understand how risky an investment might be. The study looks at how the prices changed for five companies that are listed on the NSE: Reliance Industries Limited, Tata Consultancy Services Limited (TCS) Infosys Limited, ICICI Bank Limited and Wipro Limited. The Rogers–Satchell Drift-Independent Estimator is used to measure their stock price volatility. Unlike methods that mainly use closing prices this estimator considers the opening, high, low and closing prices of each trading day. It therefore provides an understanding of price movements during the trading session and also works well when prices show a trend. The study covers 246 trading observations over a one-year period. The analysis considers volatility, annualised volatility mean daily range, estimator efficiency and bootstrap confidence intervals. The results show differences in volatility among the selected companies. Infosys had the annualised Rogers–Satchell volatility reaching 21.75%. Wipro came next with 20.55%. TCS recorded 19.03%. Reliance Industries showed 17.93%. ICICI Bank had 15.86%. These numbers mean that Infosys had price swings more than the others while ICICI Bank was steadier. TCS was also 1.73 times more efficient than the Close-to-Close method. Overall the findings indicate that volatility varies across the selected companies. The Rogers–Satchell estimator provides a view of stock price movements by considering OHLC prices rather, than only closing prices.