Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.3170 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3170
Historical Volatility (Parkinson)	0.1625
Implied Volatility (Calls)	0.2924
Implied Volatility (Puts)	0.2624
Implied Volatility (Mean)	0.2774
Put-Call Implied Volatility Ratio	0.8974
Implied Volatility Skew	0.0284
Option Statistics
Put-Call Ratio (Volume)	13.0000
Put-Call Ratio (Open Interest)	1.0907
Forward Price	64.89
Call Breakeven Price	66.98
Put Breakeven Price	54.02
Option Breakeven Price	60.59

Data from Quantcha