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 sessions

IV 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.

Current Iron Condor Setup for NGG
Score
7.70
Breach Rate
31.9%
179 of 561 observations
Avg Straddle
$4.07
3.9% of price
IV Rank
67%
IV Premium
2.75x
IV ÷ Realized Vol
Beta vs SPY
0.30
P/C Vol
0.59
Current Price
$74.94
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
DateIV Rank
2026092967%
2026092855%
2026092554%
2026092444%
2026092352%
2026092241%
2026092145%
2026091842%
2026091735%
2026091631%
2026091533%
2026091427%
2026091133%
2026091020%
2026090918%
2026090825%
2026090414%
2026090318%
2026090263%
2026090166%
2026083157%
2026082853%
2026082754%
2026082652%
2026082540%
2026082441%
2026082150%
2026082048%
2026081940%
2026081837%

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.