National Grid Plc ADR

NGGNYSE · USD
75.25USD0.00 (-2.10%)
357

National Grid Plc ADR (NGG) Implied Volatility Current

NGG implied volatility is 23%. IV Rank is 42%, placing current premiums in the middle of their 52-week range.

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Tracking NGG implied volatility helps you identify when options premiums on National Grid Plc ADR are historically cheap or expensive, and where the best trades are hiding. National Grid Plc ADR implied volatility reflects the market's expectation of future price movement: when NGG IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor National Grid Plc ADR's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For NGG, tracking metrics like NGG IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on NGG signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

National Grid plc transmits and distributes electricity and gas. The company operates through UK Electricity Transmission, UK Electricity Distribution, UK Electricity System Operator, New England, and New York segments. The UK Electricity Transmission segment provides electricity transmission and construction work services in England and Wales. The UK Electricity Distribution segment offers electricity distribution services in Midlands, and South West of England and South Wales. The UK Electricity System Operator segment provides balancing services for supply and demand of electricity on Great Britain's electricity transmission system; and acts as an agent on behalf of transmission operators.

The New England segment offers electricity and gas distribution, and electricity transmission services in New England. The New York segment provides electricity and gas distribution, and electricity transmission services in New York. It also engages in the provision of transmission services through electricity interconnectors and LNG importation at the Isle of Grain; sale of renewables projects; and leasing and sale of commercial property, as well as insurance activities in the United Kingdom. The company was founded in 1990 and is headquartered in London, the United Kingdom.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where NGG implied volatility sits today versus where it has been. Our scanner ranks National Grid Plc ADR implied volatility against its historical range, surfaces extremes in NGG IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether National Grid Plc ADR IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
42.06%IV Rank
Moderate

IV is below its typical range - premiums look reasonable for buyers.

Implied Volatility (30d)22.62%

IV Rank42.06%

Historical Volatility (30d)16.70%

IV - HV+5.92%

As of September 23, 2026

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