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 79.62 for 2026-01-05.

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Figures for 2026-01-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1528
Historical Volatility (Parkinson)	0.1097
Implied Volatility (Calls)	0.1858
Implied Volatility (Puts)	0.1580
Implied Volatility (Mean)	0.1719
Put-Call Implied Volatility Ratio	0.8502
Implied Volatility Skew	0.0485
Option Statistics
Put-Call Ratio (Volume)	0.0182
Put-Call Ratio (Open Interest)	0.6059