NGG (National Grid PLC)
Expected Move & Straddle Price History
The expected move for NGG is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current NGG Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
Avg IV
0.5%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to NGG's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NGG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260630 | $3.40 | $3.40 | 0.5% | 37% |
| 20260629 | $3.20 | $3.20 | 0.5% | 35% |
| 20260626 | $3.65 | $3.65 | 0.5% | 37% |
| 20260625 | $3.62 | $3.62 | 0.5% | 33% |
| 20260624 | $3.77 | $3.77 | 0.5% | 37% |
| 20260623 | $4.05 | $4.05 | 0.3% | 0% |
| 20260622 | $3.85 | $3.85 | 0.5% | 20% |
| 20260618 | $3.97 | $1.35 | 0.5% | 21% |
| 20260617 | $4.15 | $1.38 | 0.4% | 18% |
| 20260616 | $4.70 | $3.00 | 0.5% | 21% |
| 20260615 | $4.67 | $2.00 | 0.4% | 13% |
| 20260613 | $4.90 | $2.38 | 0.4% | 3% |
| 20260612 | $4.90 | $2.48 | 0.4% | 1% |
| 20260611 | $5.05 | $2.70 | 0.5% | 19% |
| 20260610 | $5.18 | $2.50 | 0.4% | 18% |
| 20260609 | $5.18 | $2.73 | 0.4% | 15% |
| 20260608 | $5.15 | $2.65 | 0.5% | 20% |
| 20260605 | $5.55 | $3.33 | 0.4% | 12% |
| 20260604 | $5.42 | $3.23 | 0.4% | 11% |
| 20260603 | $5.75 | $3.00 | 0.4% | 17% |
| 20260602 | $3.25 | $3.25 | 0.7% | 68% |
| 20260601 | $3.47 | $3.47 | 0.7% | 67% |
| 20260529 | $3.77 | $3.77 | 0.6% | 47% |
| 20260528 | $4.03 | $4.03 | 0.7% | 71% |
| 20260527 | $3.90 | $3.90 | 0.7% | 67% |
| 20260526 | $5.40 | $5.40 | 0.7% | 65% |
| 20260522 | $4.35 | $4.35 | 0.7% | 64% |
| 20260521 | $4.42 | $4.42 | 0.6% | 52% |
| 20260520 | $4.70 | $4.70 | 0.6% | 50% |
| 20260519 | $4.93 | $4.93 | 0.6% | 50% |
| 20260518 | $5.28 | $5.28 | 0.6% | 52% |
| 20260515 | $4.83 | $1.07 | 0.7% | 56% |
| 20260514 | $5.17 | $2.32 | 0.6% | 37% |
| 20260513 | $4.90 | $3.38 | 0.6% | 40% |
| 20260512 | $6.15 | $3.62 | 0.6% | 48% |
| 20260511 | $6.68 | $3.75 | 0.6% | 43% |
| 20260510 | $7.22 | $3.73 | 0.6% | 38% |
| 20260508 | $7.22 | $3.73 | 0.6% | 44% |
| 20260507 | $6.47 | $3.75 | 0.6% | 43% |
| 20260506 | $7.35 | $4.10 | 0.6% | 41% |
| 20260505 | $7.50 | $4.38 | 0.6% | 40% |
| 20260504 | $7.28 | $4.58 | 0.6% | 38% |
| 20260502 | $4.35 | $4.35 | 0.9% | 100% |
| 20260501 | $4.28 | $4.28 | 0.9% | 100% |
| 20260430 | $4.30 | $4.30 | 0.7% | 71% |
| 20260429 | $4.50 | $4.50 | 0.7% | 78% |
| 20260428 | $5.15 | $5.15 | 0.6% | 47% |
| 20260427 | $5.22 | $5.22 | 0.7% | 75% |
| 20260424 | $5.47 | $5.47 | 0.6% | 59% |
| 20260423 | $5.22 | $5.22 | 0.6% | 50% |
| 20260422 | $5.05 | $5.05 | 0.6% | 60% |
| 20260421 | $5.05 | $5.05 | 0.7% | 76% |
| 20260420 | $5.05 | $5.05 | 0.6% | 57% |
| 20260417 | $5.53 | $1.88 | 0.6% | 46% |
| 20260416 | $5.62 | $2.85 | 0.5% | 51% |
| 20260415 | $5.72 | $2.40 | 0.5% | 47% |
| 20260414 | $5.57 | $1.95 | 0.5% | 37% |
| 20260413 | $5.75 | $2.25 | 0.4% | 23% |
| 20260410 | $6.00 | $2.38 | 0.5% | 28% |
| 20260409 | $6.05 | $2.78 | 0.5% | 31% |