Closed
⌘K
Sign in Sign up

National Grid PLC NGG 76.68 -0.12 -0.16%

NGG Historical Options Analysis

Explore NGG (National Grid PLC) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NGG / Comparative study

3 signals / 506 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.70
37.88
Mean
24.4
Window
+476.6%
ATM IV z -0.10
0.22
Mean
0.23
Window
+22.5%
IV Percentile z -0.10
51.17
Mean
53.85
Window
+28.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.57 0.58
ATM IV 0.57 1.00 0.81
IV Percent... 0.58 0.81 1.00
Source observations

Data inspector

1-50 of 506
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 76.68 37.88 0.22 51.17
2026-09-18 76.8 38.55 0.22 52.92
2026-09-17 77.6 35.39 0.21 42.02
2026-09-16 76.03 36.95 0.22 48.64
2026-09-15 74.93 39.26 0.22 55.64
2026-09-14 74.96 40.58 0.23 59.77
2026-09-11 76.86 40.04 0.23 58.75
2026-09-10 76.38 44.24 0.24 69.26
2026-09-09 77.28 23.84 0.19 10.51
2026-09-08 78.06 27.54 0.2 19.07
2026-09-07 77.75 17.19 0.17 4.69
2026-09-04 78.12 24.88 0.19 12.06
2026-09-03 78.17 27.75 0.2 20.23
2026-09-02 78.05 24.96 0.19 12.45
2026-09-01 79.15 28.61 0.2 21.88
2026-08-31 79.16 30.08 0.2 25.49
2026-08-28 79.35 27.24 0.19 18.75
2026-08-27 79.43 28.54 0.2 22.27
2026-08-26 80.53 30.96 0.2 29.69
2026-08-25 81.17 32.63 0.21 34.77
2026-08-24 80.42 33.53 0.21 37.25
2026-08-21 79.76 31.44 0.2 32.03
2026-08-20 80.62 34.63 0.21 41.41
2026-08-19 80.66 33.65 0.21 39.45
2026-08-18 82.15 30.91 0.2 31.64
2026-08-17 81.29 34.39 0.21 41.18
2026-08-14 81.05 33.53 0.21 39.06
2026-08-13 81.2 34.79 0.21 41.8
2026-08-12 80.68 35.57 0.21 44.53
2026-08-11 80.27 35.5 0.21 44.53
2026-08-10 79.48 35.9 0.22 44.71
2026-08-07 80.88 38.57 0.22 54.69
2026-08-06 80.41 38.3 0.22 54.3
2026-08-05 80.26 40.69 0.23 60.94
2026-08-04 80.42 42.57 0.23 66.02
2026-08-03 79.86 40.88 0.23 61.96
2026-07-31 79.97 32.17 0.21 39.06
2026-07-30 80.39 43.13 0.23 67.58
2026-07-29 78.88 37.28 0.22 53.91
2026-07-28 80.86 39.93 0.23 60.16
2026-07-27 81.21 36.76 0.22 52.16
2026-07-24 82.3 36.42 0.22 50.78
2026-07-23 82.37 37.19 0.22 53.91
2026-07-22 83.87 50.57 0.25 77.73
2026-07-21 82.05 39.99 0.23 60.94
2026-07-20 82.44 40.65 0.23 62.35
2026-07-17 83.99 38.39 0.22 57.81
2026-07-16 82.51 37.25 0.22 55.86
2026-07-15 82.91 36 0.22 51.95
2026-07-14 83.41 36.46 0.22 54.3