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National Grid PLC NGG 83.15 -2.77 -3.22%

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ATM IV
0.224
Put Call Ratio (OI)
0.613
Put Call Ratio (Vol)
0.329
IV Rank
39.5
IV Percentile
54.9
Max pain
80

Delta exposure (2026-11-06)

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}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-46.8
46.8
View values by strike
NGG · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
40.00 6.35 K 0
45.00 53.3 K -1.46
50.00 1.95 K -6.9
55.00 22.2 K -145
60.00 13 K -222
65.00 4.25 K -898
70.00 8.99 K -2.87 K
75.00 35.7 K -13.4 K
80.00 125 K -62.5 K
85.00 112 K -45.8 K
90.00 30.2 K -10.7 K
95.00 2.57 K -8.89 K
100.00 942 -31.9 K
105.00 309 -260
110.00 144 -10.4 K
115.00 659 -30.4 K
120.00 822 -632
125.00 408 -640
130.00 105 0