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National Grid PLC NGG 83.15 -2.77 -3.22%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NGG / Comparative study

3 signals / 494 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.65
39.47
Mean
26.41
Window
+179.1%
ATM IV z -0.04
0.22
Mean
0.23
Window
-9.8%
IV Percentile z 0.03
54.88
Mean
54.11
Window
-30.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.61 0.66
ATM IV 0.61 1.00 0.81
IV Percent... 0.66 0.81 1.00
Source observations

Data inspector

1-50 of 494
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 83.15 39.47 0.22 54.88
2026-11-05 85.92 38.66 0.22 51.22
2026-11-04 85.22 46.13 0.24 68.63
2026-11-03 82.83 48.29 0.25 69.41
2026-11-02 84.42 54.24 0.26 77.95
2026-10-30 83.95 51.53 0.25 74.51
2026-10-29 84.2 31.58 0.2 26.27
2026-10-28 82.22 68.99 0.3 90.98
2026-10-27 81.76 45.19 0.24 69.02
2026-10-26 81.77 64.04 0.28 87.8
2026-10-23 81.86 74.23 0.31 96.86
2026-10-22 82.64 60.26 0.27 85.88
2026-10-21 80.78 55.12 0.26 80.39
2026-10-20 81.06 72.5 0.3 95.69
2026-10-19 79.05 61.6 0.28 87.84
2026-10-15 79.07 58.57 0.27 85.66
2026-10-14 78.51 67.79 0.29 91.47
2026-10-13 78.23 75.67 0.31 97.29
2026-10-12 77.12 57.18 0.27 85.21
2026-10-09 76.48 58.89 0.27 87.21
2026-10-08 77.11 55.17 0.26 83.33
2026-10-07 76.11 49.43 0.25 74.03
2026-10-06 76.85 52.28 0.26 81.01
2026-10-05 76.02 55.78 0.26 84.44
2026-10-02 76.12 55.01 0.26 83.33
2026-10-01 75.33 51.17 0.25 79.07
2026-09-30 75.82 37.91 0.22 50.78
2026-09-29 74.94 37.71 0.22 49.61
2026-09-28 75.24 39.46 0.22 56.42
2026-09-25 75.49 34.78 0.21 37.98
2026-09-24 75.23 36.86 0.22 46.3
2026-09-23 75.25 32.68 0.21 31.52
2026-09-22 76.86 38.12 0.22 51.75
2026-09-21 76.68 37.88 0.22 51.17
2026-09-18 76.8 38.55 0.22 52.92
2026-09-17 77.6 35.39 0.21 42.02
2026-09-16 76.03 36.95 0.22 48.64
2026-09-15 74.93 39.26 0.22 55.64
2026-09-14 74.96 40.58 0.23 59.77
2026-09-11 76.86 40.04 0.23 58.75
2026-09-10 76.38 44.24 0.24 69.26
2026-09-09 77.28 23.84 0.19 10.51
2026-09-08 78.06 27.54 0.2 19.07
2026-09-04 78.12 24.88 0.19 12.06
2026-09-03 78.17 27.75 0.2 20.23
2026-09-02 78.05 24.96 0.19 12.45
2026-09-01 79.15 28.61 0.2 21.88
2026-08-31 79.16 30.08 0.2 25.49
2026-08-28 79.35 27.24 0.19 18.75
2026-08-27 79.43 28.54 0.2 22.27