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National Grid PLC NGG 76.68 -0.12 -0.16%

NGG Delta Exposure (DEX)

NGG (National Grid PLC): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.22
Put Call Ratio (OI)
0.625
Put Call Ratio (Vol)
0.308
IV Rank
37.9
IV Percentile
51.2
Max Pain
70

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-53.3
53.3
View values by strike
NGG · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
45.00 65.8 K 0
50.00 1.7 K -12.6
55.00 8.67 K -189
60.00 5.47 K -224
65.00 1.89 K -1.21 K
70.00 11.7 K -3.9 K
75.00 8.53 K -26.2 K
80.00 32.6 K -128 K
85.00 39.3 K -52.9 K
90.00 7.5 K -11.3 K
95.00 1.68 K -540
100.00 631 -277
105.00 257 -185
110.00 129 0
115.00 524 0
120.00 766 0
125.00 386 0
130.00 99.7 0