The application was mentioned by Roy's advocates at the residence of Chief Justice H L Dattu who said that there is no urgency in the matter and it will come for hearing in the regular court.
Official sources said that Roy had sought relief for 15 days.
His aunt, who was staying with the Sahara chief's family, had died yesterday in Lucknow at the age of 90.
On Wednesday, Roy was sent back to his cell in Tihar jail at the end of the period granted by the Supreme Court to stay at an air conditioned facility in the complex to negotiate sale of his overseas luxury hotels.
The court had extended Roy's stay at the Tihar Jail conference room by 15 days on September 8 for him to sell the properties to raise Rs 10,000 crore to be deposited with SEBI for his bail.
The Supreme Court, on August 1 had allowed Roy and two of his group directors to use the fully air-conditioned conference room in Tihar jail complex for 10 days from August 5, within a given time lot of 6:00 am to 8:00 pm.
The meetings held by the group under the surveillance of CCTV cameras.
Roy, 65, was using the conference room with services like Wi-Fi and video-conferencing. He was allowed two laptops, two desktops, landline phones with STD/ISD facilities and a mobile phone.
Two secretarial and one technical person were also allowed to assist him. Roy has been lodged in Tihar Jail since March 4 this year.