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National Grid PLC NGG 76.68 -0.12 -0.16%

NGG Gamma Exposure (GEX)

NGG (National Grid PLC): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-53.3
53.3
View values by strike
NGG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 14.4 K 0
50.00 559 -85.6
55.00 3.99 K -1.72 K
60.00 4.43 K -1.92 K
65.00 2.25 K -10.3 K
70.00 26.3 K -30.5 K
75.00 41.4 K -190 K
80.00 266 K -556 K
85.00 426 K -125 K
90.00 85.8 K -15.8 K
95.00 21.5 K -524
100.00 6.44 K -195
105.00 2.57 K -122
110.00 1.18 K 0
115.00 3.04 K 0
120.00 4.79 K 0
125.00 2.29 K 0
130.00 669 0