Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

National Grid Transco, PLC (NGG) had 30-Day Historical Volatility (Close-to-Close) of 0.1948 for 2024-04-23.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1948
Historical Volatility (Parkinson)	0.1222
Implied Volatility (Calls)	0.2137
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0855
Put-Call Ratio (Open Interest)	1.6987
Forward Price	67.14
Call Breakeven Price	69.89
Put Breakeven Price	63.15
Option Breakeven Price	66.17