National Grid (NGG) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

National Grid

NYSE: NGG · Real-Time Price · USD
73.45
0.92 (1.27%)
At close: Oct 03, 2025, 3:59 PM
73.74
0.39%
After-hours: Oct 03, 2025, 05:53 PM EDT

NGG Option Overview

Overview for all option chains of NGG. As of October 05, 2025, NGG options have an IV of 86.86% and an IV rank of 149.87%. The volume is 39 contracts, which is 11.11% of average daily volume of 351 contracts. The volume put-call ratio is 0.95, indicating a neutral sentiment in the market.

Implied Volatility

Implied Volatility (30d)
86.86%
IV Rank
100%
Historical Volatility
17.67%
IV Low
27.6% on Jul 23, 2025
IV High
67.14% on Oct 03, 2025

Open Interest (OI)

Today's Open Interest
10,034
Put-Call Ratio
0.99
Put Open Interest
4,992
Call Open Interest
5,042
Open Interest Avg (30-day)
6,380
Today vs Open Interest Avg (30-day)
157.27%

Option Volume

Today's Volume
39
Put-Call Ratio
0.95
Put Volume
19
Call Volume
20
Volume Avg (30-day)
351
Today vs Volume Avg (30-day)
11.11%

Option Chain Statistics

This table provides a comprehensive overview of all NGG options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Oct 17, 2025 2 0 0 691 296 0.43 86.86% 70
Nov 21, 2025 2 19 9.5 979 2,577 2.63 47.75% 75
Dec 19, 2025 1 0 0 1,349 830 0.62 47.33% 75
Jan 16, 2026 0 0 0 150 0 0 n/a 7
Feb 20, 2026 8 0 0 1,210 1,053 0.87 27.18% 75
Mar 20, 2026 7 0 0 663 236 0.36 25.77% 70
Dec 18, 2026 0 0 0 0 0 0 21.47% 990