Call Breakeven Price (30-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 30-Day Call Breakeven Price of 80.64 for 2026-09-30.

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Figures for 2026-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1733
Historical Volatility (Parkinson)	0.1180
Implied Volatility (Calls)	0.2554
Implied Volatility (Puts)	0.2056
Implied Volatility (Mean)	0.2305
Put-Call Implied Volatility Ratio	0.8050
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0706
Put-Call Ratio (Open Interest)	0.6094