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National Grid PLC NGG

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Market datapartial · fetched 2026-10-22T21:24:30.469Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002199787Z

FundamentalsAlpha Vantage · unavailable

Share price$82.64
1D+2.1%
AH$80.81$81.31$81.80$82.29$82.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGG
Sold putSold callAH

National Grid PLC options

Live interpolated NGG call and put midpoint premiums by absolute delta.National Grid PLC$0.00$6.44$12.87$19.31$25.75$71.85$76.73$81.60$86.47$91.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGG spot · $82.64NGG PRICE$0.69$0.92$1.15$1.37$1.67$2.05$2.43$2.81$3.19$3.57$3.95$5.52$7.26$0.70$0.82$1.16$1.65$2.13$2.62$3.10$3.59$4.13$5.74$7.35$11.66$23.89
PutsExpensive1.29×
CallsCheap0.89×
SkewBearish+7.33 pp
Implied moveBearish±$5.53
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.6025.3%8.1%77.4827.5%7.1%
25Δ87.5925.4%7.1%79.2823.6%5.1%
30Δ86.5725.4%6.1%80.4622.8%4.1%
35Δ85.5625.5%5.2%81.2224.1%3.7%
40Δ84.6625.5%4.5%81.9825.4%3.4%
45Δ83.9025.4%4.0%82.7526.7%3.0%
50Δ83.1425.3%3.5%83.5128.1%2.7%
55Δ82.3825.2%3.1%84.2729.4%2.4%
60Δ81.6225.1%2.6%85.0930.8%2.0%
65Δ80.8625.0%2.2%86.8834.9%1.8%
70Δ80.1024.9%1.7%88.6739.0%1.6%
75Δ78.3729.1%1.5%93.1148.7%1.4%
80Δ76.5033.9%1.3%105.3475.1%1.4%

20Δ

Calls
Pseudo strike
88.60
IV
25.3%
B/E move
8.1%
Puts
Pseudo strike
77.48
IV
27.5%
B/E move
7.1%

25Δ

Calls
Pseudo strike
87.59
IV
25.4%
B/E move
7.1%
Puts
Pseudo strike
79.28
IV
23.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
86.57
IV
25.4%
B/E move
6.1%
Puts
Pseudo strike
80.46
IV
22.8%
B/E move
4.1%

35Δ

Calls
Pseudo strike
85.56
IV
25.5%
B/E move
5.2%
Puts
Pseudo strike
81.22
IV
24.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
84.66
IV
25.5%
B/E move
4.5%
Puts
Pseudo strike
81.98
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
83.90
IV
25.4%
B/E move
4.0%
Puts
Pseudo strike
82.75
IV
26.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
83.14
IV
25.3%
B/E move
3.5%
Puts
Pseudo strike
83.51
IV
28.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
82.38
IV
25.2%
B/E move
3.1%
Puts
Pseudo strike
84.27
IV
29.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
81.62
IV
25.1%
B/E move
2.6%
Puts
Pseudo strike
85.09
IV
30.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
80.86
IV
25.0%
B/E move
2.2%
Puts
Pseudo strike
86.88
IV
34.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
80.10
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
88.67
IV
39.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
78.37
IV
29.1%
B/E move
1.5%
Puts
Pseudo strike
93.11
IV
48.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
76.50
IV
33.9%
B/E move
1.3%
Puts
Pseudo strike
105.34
IV
75.1%
B/E move
1.4%

Options history

No recorded observations