Call Breakeven Price (10-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

National Grid Transco, PLC (NGG) had 10-Day Call Breakeven Price of 69.54 for 2024-04-23.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1955
Historical Volatility (Parkinson)	0.1070
Implied Volatility (Calls)	0.2242
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0588
Put-Call Ratio (Open Interest)	1.9666
Forward Price	67.53
Call Breakeven Price	69.54
Put Breakeven Price	63.82
Option Breakeven Price	65.75