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
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NGG Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$3.00
30-Day ATM IV
20.5%
IV Rank
0%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $4.20 | $3.00 | 20.5% | 0% |
| 20261112 | $4.02 | $3.17 | 20.8% | 2% |
| 20261111 | $4.85 | $3.65 | 22.0% | 12% |
| 20261110 | $4.92 | $3.47 | 22.4% | 16% |
| 20261109 | $4.80 | $3.27 | 22.4% | 16% |
| 20261106 | $5.43 | $3.82 | 24.2% | 32% |
| 20261105 | $5.47 | $3.88 | 24.4% | 33% |
| 20261104 | $3.58 | $3.58 | 25.0% | 38% |
| 20261103 | $5.62 | $5.62 | 27.9% | 64% |
| 20261102 | $5.12 | $5.12 | 27.6% | 61% |
| 20261030 | $4.70 | $4.70 | 26.4% | 50% |
| 20261029 | $3.55 | $3.55 | 22.6% | 18% |
| 20261028 | $5.40 | $5.40 | 28.5% | 70% |
| 20261027 | $3.40 | $3.40 | 25.2% | 40% |
| 20261026 | $5.05 | $5.05 | 28.6% | 70% |
| 20261023 | $5.72 | $5.72 | 30.3% | 85% |
| 20261022 | $4.88 | $4.88 | 27.4% | 60% |
| 20261021 | $5.35 | $5.35 | 29.0% | 74% |
| 20261020 | $6.30 | $6.30 | 32.0% | 100% |
| 20261019 | $5.25 | $5.25 | 27.8% | 66% |
| 20261016 | $5.50 | $1.55 | 27.5% | 64% |
| 20261015 | $5.32 | $1.12 | 26.8% | 57% |
| 20261014 | $6.12 | $1.97 | 29.1% | 78% |
| 20261013 | $6.40 | $2.15 | 31.5% | 100% |
| 20261012 | $5.05 | $2.45 | 25.1% | 57% |
| 20261009 | $6.18 | $2.20 | 28.2% | 96% |
| 20261008 | $6.32 | $2.70 | 27.5% | 87% |
| 20261007 | $4.88 | $2.35 | 23.4% | 35% |
| 20261006 | $4.57 | $2.62 | 21.7% | 13% |
| 20261005 | $5.95 | $2.48 | 27.4% | 85% |
| 20261002 | $2.77 | $2.77 | 22.2% | 20% |
| 20261001 | $2.70 | $2.70 | 25.3% | 59% |
| 20260930 | $3.05 | $3.05 | 23.2% | 32% |
| 20260929 | $2.95 | $2.95 | 22.1% | 19% |
| 20260928 | $3.00 | $3.00 | 28.6% | 100% |
| 20260925 | $3.65 | $3.65 | 22.4% | 37% |
| 20260924 | $3.28 | $3.28 | 25.5% | 100% |
| 20260923 | $3.23 | $3.23 | 23.6% | 66% |
| 20260922 | $3.88 | $3.88 | 23.4% | 62% |
| 20260921 | $3.75 | $3.75 | 22.7% | 29% |
| 20260918 | $4.10 | $2.27 | 22.0% | 16% |
| 20260917 | $4.22 | $2.70 | 21.6% | 9% |
| 20260916 | $3.90 | $1.50 | 21.6% | 10% |
| 20260915 | $3.92 | $1.40 | 22.7% | 19% |
| 20260914 | $4.05 | $1.70 | 23.1% | 23% |
| 20260911 | $4.45 | $2.45 | 21.8% | 11% |
| 20260910 | $4.55 | $2.53 | 22.3% | 16% |
| 20260909 | $4.92 | $3.18 | 22.3% | 16% |
| 20260908 | $4.45 | $2.72 | 21.7% | 10% |
| 20260904 | $4.50 | $2.85 | 20.8% | 2% |
| 20260903 | $4.62 | $3.05 | 21.0% | 4% |
| 20260902 | $3.10 | $3.10 | 21.0% | 4% |
| 20260901 | $2.88 | $2.88 | 20.7% | 1% |
| 20260831 | $2.97 | $2.97 | 21.4% | 8% |
| 20260828 | $3.02 | $3.02 | 20.8% | 2% |
| 20260827 | $3.15 | $3.15 | 20.9% | 3% |
| 20260826 | $3.33 | $3.33 | 20.8% | 2% |
| 20260825 | $3.58 | $3.58 | 21.0% | 4% |
| 20260824 | $3.55 | $3.55 | 21.3% | 6% |
| 20260821 | $3.62 | $0.47 | 20.6% | 0% |
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.