National Grid Transco PLC National Grid PLC (New) American Depositary Shares (NGG)'s 30-day implied volatility (IV30) was 26.6% at the close on October 23, 2026, up from 24.5% the day before, against a 52-week range of 13.5% to 30.6%. Its 20-day historical volatility was 23.3%.

Key numbers

30-day implied volatility (IV30): 26.6%
IV30 52-week range: 13.5% to 30.6% (median 21.6%)
Historical volatility: 20-day 23.3%, 1-year 20.5%
Implied move by the nearest expiration: ±1.5%

Data as of October 23, 2026.

NGG Implied Volatility (IV) vs Historical Volatility (HV)

Name: NGG Implied Volatility
Creator: Market Chameleon