National Grid NGG
$83.15 −$2.77 (-3.22%)
Market closed · Nov 6, 8:10 pm ET · Last extended-hours $83.15 0.00%
Open$82.71
Prev close$85.92
Day range$82.58 – $84.03
Volume1.41M
Market cap$83.60B
P/E (TTM)15.5
Dividend yield3.86%
Average implied volatility across the listed chain right now: 76%. Implied volatility measures how big a price swing the options market is pricing in — there is no fixed “normal” level, it varies a lot by stock.
Open interest by strike
Nearest listed expiry only. Calls above the line, puts below — clusters mark strikes where the market has built up the most open positions.
Implied volatility by strike
The “volatility smile”: strikes far from the current price often price in richer implied volatility than at-the-money strikes.
Calls
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $85.00 | $2.03 | $0.65/$0.90 | 0 | 1,606 | 24% |
| 20 Nov 2026 | $80.00 | $4.25 | $1.80/$5.70 | 1 | 1,112 | 27% |
| 20 Nov 2026 | $90.00 | $0.49 | $0.00/$0.40 | 0 | 529 | 40% |
| 20 Nov 2026 | $75.00 | $11.16 | $7.60/$9.40 | 0 | 323 | 42% |
| 20 Nov 2026 | $95.00 | $0.12 | $0.00/$0.10 | 0 | 223 | 42% |
| 20 Nov 2026 | $70.00 | $16.11 | $12.20/$14.40 | 0 | 66 | 46% |
| 20 Nov 2026 | $100.00 | $0.03 | $0.00/$0.75 | 0 | 8 | 44% |
| 20 Nov 2026 | $65.00 | $21.10 | $17.00/$19.40 | 0 | 17 | 0% |
| 20 Nov 2026 | $105.00 | $0.01 | $0.00/$0.75 | 0 | 4 | 46% |
| 20 Nov 2026 | $60.00 | $26.09 | $22.00/$24.30 | 0 | 14 | 0% |
| 20 Nov 2026 | $110.00 | $0.00 | $0.00/$0.95 | 0 | 2 | 48% |
| 20 Nov 2026 | $55.00 | $31.08 | $27.20/$29.20 | 0 | 142 | 0% |
| 20 Nov 2026 | $115.00 | $0.00 | $0.00/$0.75 | 0 | 3 | 51% |
| 20 Nov 2026 | $50.00 | $36.07 | $32.80/$34.20 | 0 | 3 | 156% |
| 20 Nov 2026 | $120.00 | $0.00 | $0.00/$0.95 | 0 | 20 | 53% |
Puts
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $85.00 | $2.45 | $2.60/$3.50 | 51 | 50 | 33% |
| 20 Nov 2026 | $80.00 | $0.40 | $0.00/$2.65 | 0 | 1,178 | 25% |
| 20 Nov 2026 | $90.00 | $7.60 | $6.00/$9.00 | 2 | 24 | 47% |
| 20 Nov 2026 | $75.00 | $0.11 | $0.00/$0.55 | 0 | 370 | 35% |
| 20 Nov 2026 | $95.00 | $10.08 | $11.70/$14.00 | 0 | 10 | 75% |
| 20 Nov 2026 | $70.00 | $0.03 | $0.00/$0.45 | 0 | 10 | 42% |
| 20 Nov 2026 | $100.00 | $15.01 | $15.90/$19.50 | 0 | 368 | 89% |
| 20 Nov 2026 | $65.00 | $0.01 | $0.00/$0.75 | 0 | 53 | 49% |
| 20 Nov 2026 | $105.00 | $19.99 | $20.90/$24.50 | 0 | 0 | 104% |
| 20 Nov 2026 | $60.00 | $0.00 | $0.00/$0.75 | 0 | 4 | 55% |
| 20 Nov 2026 | $110.00 | $24.98 | $25.90/$29.50 | 0 | 4 | 118% |
| 20 Nov 2026 | $55.00 | $0.00 | $0.00/$0.05 | 0 | 53 | 62% |
| 20 Nov 2026 | $115.00 | $29.97 | $30.80/$34.50 | 0 | 3 | 129% |
| 20 Nov 2026 | $50.00 | $0.00 | $0.00/$2.15 | 0 | 2 | 71% |
| 20 Nov 2026 | $120.00 | $34.96 | $35.90/$39.50 | 0 | 4 | 143% |
Open interest = contracts currently outstanding (not yet closed out). Higher open interest generally means a strike/expiry is more actively traded and easier to get in and out of.
No comments yet — be the first to weigh in on NGG.
Sign in to join the discussion.