NGG · Iron Condor Setups
National Grid PLC
Iron condor opportunities for NGG based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
NGG IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for NGG
Score
6.23
Breach Rate
36.4%
215 of 591 observations
Avg Straddle
$3.91
5.0% of price
IV Rank
0%
IV Premium
0.91x
IV ÷ Realized Vol
Beta vs SPY
0.30
P/C Vol
0.38
Current Price
$84.29
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. NGG is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
NGG IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261113 | 0% |
| 20261112 | 2% |
| 20261111 | 12% |
| 20261110 | 16% |
| 20261109 | 16% |
| 20261106 | 32% |
| 20261105 | 33% |
| 20261104 | 38% |
| 20261103 | 64% |
| 20261102 | 61% |
| 20261030 | 50% |
| 20261029 | 18% |
| 20261028 | 70% |
| 20261027 | 40% |
| 20261026 | 70% |
| 20261023 | 85% |
| 20261022 | 60% |
| 20261021 | 74% |
| 20261020 | 100% |
| 20261019 | 66% |
| 20261016 | 64% |
| 20261015 | 57% |
| 20261014 | 78% |
| 20261013 | 100% |
| 20261012 | 57% |
| 20261009 | 96% |
| 20261008 | 87% |
| 20261007 | 35% |
| 20261006 | 13% |
| 20261005 | 85% |
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.