National Grid (NGG)
NYSE: NGG
· Real-Time Price · USD
71.36
0.29 (0.41%)
At close: Sep 12, 2025, 11:29 AM
NGG Daily Delta Exposure
NGG's current Delta Exposure (DEX) is 111.89K shares, which is 23% larger than the 3M average of 91.27K shares. During this period, DEX ranged from 36.35K on Sep 3, 2025 to 136.92K on Jul 22, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 10, 2025 | 162,436.33 | -50,543.82 | 111,892.51 | 0.31 |
Sep 9, 2025 | 126,601.41 | -57,693.07 | 68,908.34 | 0.46 |
Sep 8, 2025 | 145,246.21 | -50,791.88 | 94,454.33 | 0.35 |
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