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
$4.22
7-Day Straddle
$1.92
Avg IV
0.5%
IV Rank
35%
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 |
|---|---|---|---|---|
| 20260814 | $4.22 | $1.92 | 0.5% | 35% |
| 20260813 | $4.38 | $2.12 | 0.5% | 34% |
| 20260812 | $4.38 | $2.15 | 0.5% | 34% |
| 20260811 | $4.45 | $2.28 | 0.5% | 32% |
| 20260810 | $4.53 | $2.53 | 0.5% | 31% |
| 20260806 | $5.00 | $3.00 | 0.5% | 31% |
| 20260805 | $3.10 | $3.10 | 0.6% | 43% |
| 20260804 | $3.22 | $3.22 | 0.4% | 20% |
| 20260803 | $3.28 | $3.28 | 0.5% | 37% |
| 20260731 | $3.35 | $3.35 | 0.5% | 35% |
| 20260730 | $3.52 | $3.52 | 0.4% | 19% |
| 20260729 | $3.80 | $3.80 | 0.5% | 38% |
| 20260728 | $4.00 | $4.00 | 0.6% | 43% |
| 20260727 | $4.08 | $4.08 | 0.5% | 35% |
| 20260724 | $4.75 | $4.75 | 0.5% | 36% |
| 20260723 | $4.78 | $4.78 | 0.5% | 26% |
| 20260722 | $4.68 | $4.68 | 0.5% | 28% |
| 20260721 | $4.80 | $4.80 | 0.4% | 18% |
| 20260720 | $5.18 | $5.18 | 0.5% | 25% |
| 20260716 | $5.07 | $2.25 | 0.4% | 20% |
| 20260715 | $4.68 | $2.25 | 0.5% | 32% |
| 20260714 | $4.67 | $1.82 | 0.4% | 18% |
| 20260713 | $4.80 | $2.23 | 0.5% | 25% |
| 20260710 | $5.10 | $2.62 | 0.5% | 27% |
| 20260709 | $5.75 | $3.32 | 0.4% | 18% |
| 20260708 | $5.03 | $2.68 | 0.3% | 5% |
| 20260707 | $5.05 | $2.75 | 0.4% | 23% |
| 20260706 | $5.25 | $3.28 | 0.3% | 3% |
| 20260702 | $3.47 | $3.47 | 0.6% | 49% |
| 20260701 | $3.05 | $3.05 | 0.6% | 51% |
| 20260630 | $3.35 | $3.35 | 0.6% | 53% |
| 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% |