Call Breakeven Price (20-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 20-Day Call Breakeven Price of 70.82 for 2024-04-18.

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Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2131
Historical Volatility (Parkinson)	0.1257
Implied Volatility (Calls)	0.2632
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.4736
Forward Price	65.78
Call Breakeven Price	70.82
Put Breakeven Price	63.35
Option Breakeven Price	66.37