NGG · Expected Move
National Grid PLC
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).
NGG straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current NGG Expected Move
30-Day Straddle
$2.95
7-Day Straddle
$2.95
Avg IV
59.3%
IV Rank
67%
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 |
|---|---|---|---|---|
| 20260929 | $2.95 | $2.95 | 59.3% | 67% |
| 20260928 | $3.00 | $3.00 | 54.3% | 55% |
| 20260925 | $3.65 | $3.65 | 53.7% | 54% |
| 20260924 | $3.28 | $3.28 | 49.6% | 44% |
| 20260923 | $3.23 | $3.23 | 53.0% | 52% |
| 20260922 | $3.88 | $3.88 | 48.4% | 41% |
| 20260921 | $3.75 | $3.75 | 49.9% | 45% |
| 20260918 | $4.10 | $2.27 | 48.8% | 42% |
| 20260917 | $4.22 | $2.70 | 45.7% | 35% |
| 20260916 | $3.90 | $1.50 | 44.2% | 31% |
| 20260915 | $3.92 | $1.40 | 45.2% | 33% |
| 20260914 | $4.05 | $1.70 | 42.7% | 27% |
| 20260911 | $4.45 | $2.45 | 45.0% | 33% |
| 20260910 | $4.55 | $2.53 | 42.6% | 20% |
| 20260909 | $4.92 | $3.18 | 41.3% | 18% |
| 20260908 | $4.45 | $2.72 | 45.5% | 25% |
| 20260904 | $4.50 | $2.85 | 39.4% | 14% |
| 20260903 | $4.62 | $3.05 | 41.5% | 18% |
| 20260902 | $3.10 | $3.10 | 67.6% | 63% |
| 20260901 | $2.88 | $2.88 | 69.1% | 66% |
| 20260831 | $2.97 | $2.97 | 63.7% | 57% |
| 20260828 | $3.02 | $3.02 | 61.8% | 53% |
| 20260827 | $3.15 | $3.15 | 62.2% | 54% |
| 20260826 | $3.33 | $3.33 | 61.3% | 52% |
| 20260825 | $3.58 | $3.58 | 54.4% | 40% |
| 20260824 | $3.55 | $3.55 | 54.7% | 41% |
| 20260821 | $3.62 | $0.47 | 59.8% | 50% |
| 20260820 | $3.90 | $1.12 | 58.6% | 48% |
| 20260819 | $3.92 | $1.30 | 54.2% | 40% |
| 20260818 | $4.47 | $2.35 | 52.2% | 37% |
| 20260817 | $4.17 | $1.83 | 49.7% | 32% |
| 20260814 | $4.28 | $1.92 | 49.9% | 33% |
| 20260813 | $4.38 | $2.12 | 50.4% | 34% |
| 20260812 | $4.38 | $2.15 | 50.8% | 34% |
| 20260811 | $4.45 | $2.28 | 49.8% | 32% |
| 20260810 | $4.53 | $2.53 | 48.8% | 31% |
| 20260806 | $5.00 | $3.00 | 49.2% | 31% |
| 20260805 | $3.10 | $3.10 | 55.8% | 43% |
| 20260804 | $3.22 | $3.22 | 42.9% | 20% |
| 20260803 | $3.28 | $3.28 | 52.4% | 37% |
| 20260731 | $3.35 | $3.35 | 51.2% | 35% |
| 20260730 | $3.52 | $3.52 | 42.2% | 19% |
| 20260729 | $3.80 | $3.80 | 53.2% | 38% |
| 20260728 | $4.00 | $4.00 | 55.7% | 43% |
| 20260727 | $4.08 | $4.08 | 51.5% | 35% |
| 20260724 | $4.75 | $4.75 | 51.9% | 36% |
| 20260723 | $4.78 | $4.78 | 46.3% | 26% |
| 20260722 | $4.68 | $4.68 | 47.3% | 28% |
| 20260721 | $4.80 | $4.80 | 41.7% | 18% |
| 20260720 | $5.18 | $5.18 | 45.8% | 25% |
| 20260716 | $5.07 | $2.25 | 42.9% | 20% |
| 20260715 | $4.68 | $2.25 | 49.4% | 32% |
| 20260714 | $4.67 | $1.82 | 41.7% | 18% |
| 20260713 | $4.80 | $2.23 | 45.5% | 25% |
| 20260710 | $5.10 | $2.62 | 46.8% | 27% |
| 20260709 | $5.75 | $3.32 | 41.5% | 18% |
| 20260708 | $5.03 | $2.68 | 33.8% | 5% |
| 20260707 | $5.05 | $2.75 | 44.3% | 23% |
| 20260706 | $5.25 | $3.28 | 33.0% | 3% |
More on NGG
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.