ThetaOwl

NGG

National Grid Transco, PLC NatiUtilities
$87.99
Bullish
Mkt Cap: $87.52B|Float: 4.87B|SI: 0.0%|DTC: 1.2
Data as of market close Apr 2, 2026
IV Rank
90
IV Pctl
78%
HV 20d
3042.0%
52W Range
$60-$95
ATR(14)
$2.08
Exp. Move
±4.8%
P/C Ratio
0.68
Earnings
May 14
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call

NGG Key Options Data

IV Rank
90%
Total GEX
$0.00B
Total DEX
$0.4M
Max Pain
$85.00
Expected Move
±4.8%
Put/Call OI
0.68
Net Premium
$0.3M
Spot Price
$87.99

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$4.22±4.8%$83.76$92.21
2026-05-1543±$6.93±7.9%$81.06$94.91
2026-06-1877±$9.47±10.8%$78.51$97.46
2026-09-18169±$11.40±13.0%$76.59$99.39
2026-11-20232±$5.85±6.7%$82.14$93.84
2026-12-18260±$15.10±17.2%$72.89$103.09

Explore NGG options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.