Closed
⌘K
Sign in Sign up

National Grid PLC NGG 83.15 -2.77 -3.22%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
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

Gamma exposure (2026-11-06)

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}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-46.8
46.8
View values by strike
NGG · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 1.09 K 0
45.00 7.75 K -10.1
50.00 392 -54.9
55.00 4.32 K -1.33 K
60.00 6.16 K -1.88 K
65.00 1.91 K -8.89 K
70.00 8.04 K -22.4 K
75.00 70.4 K -164 K
80.00 710 K -730 K
85.00 1.79 M -298 K
90.00 329 K -35.3 K
95.00 43.8 K -17.6 K
100.00 12 K -43.2 K
105.00 4.11 K -289
110.00 1.75 K -9.19 K
115.00 4.91 K -25.1 K
120.00 6.55 K -392
125.00 3.06 K -343
130.00 880 0