NGG Moves

National Grid PLC NGG 83.15 -2.77 -3.22%

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Expected move

November 06, 2026 close · $83.15

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$1.09	$82.06 – $84.24	$81.84 – $84.46	$80.81 – $85.49
2 sessions	±1.8% ±$1.51	$81.64 – $84.66	$81.31 – $84.99	$79.88 – $86.42
3 sessions	±2.3% ±$1.91	$81.24 – $85.06	$80.87 – $85.43	$79.08 – $87.22
1 week	±2.9% ±$2.43	$80.72 – $85.58	$80.18 – $86.12	$77.98 – $88.32
2 weeks	±4.1% ±$3.40	$79.75 – $86.55	$78.94 – $87.36	$75.88 – $90.42
3 weeks	±4.7% ±$3.87	$79.28 – $87.02	$78.34 – $87.96	$74.96 – $91.34
1 month	±5.3% ±$4.37	$78.78 – $87.52	$77.70 – $88.60	$73.90 – $92.40

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±3.76%

Average actual move

0.33%

Beyond the implied move

0 / 2

Median IV change

-14.25%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 07, 2024	±4.09%	+0.28%	0.07×	—
November 09, 2023	±3.42%	-0.38%	0.11×	26.3% → 22.5%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →