National Grid (NGG)
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
National Grid Greeks
Delta, Gamma, Theta, and Vega Greek Charts for NGG options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 35.00 | 0.8922 | 0.0054 | -0.3188 | 0.0297 |
| 40.00 | 0.8706 | 0.0073 | -0.3114 | 0.0342 |
| 45.00 | 0.8621 | 0.0100 | -0.2511 | 0.0361 |
| 50.00 | 0.8332 | 0.0143 | -0.2369 | 0.0417 |
| 55.00 | 0.7506 | 0.0216 | -0.2857 | 0.0559 |
| 60.00 | 0.7406 | 0.0292 | -0.2175 | 0.0540 |
| 65.00 | 0.6480 | 0.0566 | -0.1822 | 0.0661 |
| 70.00 | 0.3434 | 0.2384 | -0.1331 | 0.0973 |
| 75.00 | -0.7884 | 0.0641 | -0.0403 | 0.0403 |
| 80.00 | -0.9421 | 0.0223 | -0.0135 | 0.0161 |
| 85.00 | -0.9625 | 0.0118 | -0.0116 | 0.0114 |
| 90.00 | -0.9212 | 0.0131 | -0.0499 | 0.0205 |
| 95.00 | -0.9304 | 0.0102 | -0.053 | 0.0186 |
| 100.00 | -0.937 | 0.0083 | -0.0555 | 0.0173 |
| 105.00 | -0.9419 | 0.0071 | -0.0575 | 0.0162 |