NGG · IV Rank History
National Grid PLC
IV Rank measures where NGG's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on NGG are priced rich or cheap relative to its own recent regime.
NGG IV rank history
89 sessionsIV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.
NGG IV Rank Summary
Current
67%
Moderate — neutral regime
30-Day Avg
42%
60-Day Avg
35%
90-Day Avg
34%
90-Day Low
0%
90-Day High
71%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in NGG's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
NGG IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260929 | 67% | 59.3% |
| 20260928 | 55% | 54.3% |
| 20260925 | 54% | 53.7% |
| 20260924 | 44% | 49.6% |
| 20260923 | 52% | 53.0% |
| 20260922 | 41% | 48.4% |
| 20260921 | 45% | 49.9% |
| 20260918 | 42% | 48.8% |
| 20260917 | 35% | 45.7% |
| 20260916 | 31% | 44.2% |
| 20260915 | 33% | 45.2% |
| 20260914 | 27% | 42.7% |
| 20260911 | 33% | 45.0% |
| 20260910 | 20% | 42.6% |
| 20260909 | 18% | 41.3% |
| 20260908 | 25% | 45.5% |
| 20260904 | 14% | 39.4% |
| 20260903 | 18% | 41.5% |
| 20260902 | 63% | 67.6% |
| 20260901 | 66% | 69.1% |
| 20260831 | 57% | 63.7% |
| 20260828 | 53% | 61.8% |
| 20260827 | 54% | 62.2% |
| 20260826 | 52% | 61.3% |
| 20260825 | 40% | 54.4% |
| 20260824 | 41% | 54.7% |
| 20260821 | 50% | 59.8% |
| 20260820 | 48% | 58.6% |
| 20260819 | 40% | 54.2% |
| 20260818 | 37% | 52.2% |
| 20260817 | 32% | 49.7% |
| 20260814 | 33% | 49.9% |
| 20260813 | 34% | 50.4% |
| 20260812 | 34% | 50.8% |
| 20260811 | 32% | 49.8% |
| 20260810 | 31% | 48.8% |
| 20260806 | 31% | 49.2% |
| 20260805 | 43% | 55.8% |
| 20260804 | 20% | 42.9% |
| 20260803 | 37% | 52.4% |
| 20260731 | 35% | 51.2% |
| 20260730 | 19% | 42.2% |
| 20260729 | 38% | 53.2% |
| 20260728 | 43% | 55.7% |
| 20260727 | 35% | 51.5% |
| 20260724 | 36% | 51.9% |
| 20260723 | 26% | 46.3% |
| 20260722 | 28% | 47.3% |
| 20260721 | 18% | 41.7% |
| 20260720 | 25% | 45.8% |
| 20260716 | 20% | 42.9% |
| 20260715 | 32% | 49.4% |
| 20260714 | 18% | 41.7% |
| 20260713 | 25% | 45.5% |
| 20260710 | 27% | 46.8% |
| 20260709 | 18% | 41.5% |
| 20260708 | 5% | 33.8% |
| 20260707 | 23% | 44.3% |
| 20260706 | 3% | 33.0% |
| 20260702 | 49% | 59.2% |
| 20260701 | 51% | 60.2% |
| 20260630 | 53% | 61.6% |
| 20260629 | 35% | 51.2% |
| 20260626 | 37% | 52.4% |
| 20260625 | 33% | 50.2% |
| 20260624 | 37% | 52.5% |
| 20260623 | 0% | 31.2% |
| 20260622 | 20% | 46.2% |
| 20260618 | 21% | 46.6% |
| 20260617 | 18% | 44.6% |
| 20260616 | 21% | 46.2% |
| 20260615 | 13% | 42.1% |
| 20260613 | 3% | 36.7% |
| 20260612 | 1% | 35.7% |
| 20260611 | 19% | 45.6% |
| 20260610 | 18% | 44.9% |
| 20260609 | 15% | 43.1% |
| 20260608 | 20% | 45.9% |
| 20260605 | 12% | 41.5% |
| 20260604 | 11% | 41.1% |
| 20260603 | 17% | 44.5% |
| 20260602 | 68% | 71.6% |
| 20260601 | 67% | 70.9% |
| 20260529 | 47% | 60.6% |
| 20260528 | 71% | 73.1% |
| 20260527 | 67% | 71.0% |
| 20260526 | 65% | 69.8% |
| 20260522 | 64% | 69.3% |
| 20260521 | 52% | 63.0% |
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.