STOCK INFO
FUNDAMENTALS
EARNINGS
OPTIONS
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The cost of protecting a National Grid Transco PLC National Grid PLC (New) American Depositary Shares (NGG) position against downside and upside moves, now and historically, with the related option volume.
For the latest figures, see NGG options overview.
Change Single-Leg Trading Volume:
Call Volume
OTM Calls (< 25 Delta)
ATM Calls (25 to 75 Delta)
ITM Calls (> 75 Delta)
Upside Calls (5% - 10% Above ATM)
Wing Calls (10% + Above ATM)
Put Volume
OTM Puts (< 25 Delta)
ATM Puts (25 to 75 Delta)
ITM Puts (> 75 Delta)
Downside Puts (5% - 10% Below ATM)
Correction Puts (10% - 20% Below ATM)
Crash Puts (20% + Below ATM)
Calls, 5 Days or Less to Exp
OTM Calls (< 25 Delta)
ATM Calls (25 to 75 Delta)
ITM Calls (> 75 Delta)
Upside Calls (5% - 10% Above ATM)
Wing Calls (10% + Above ATM)
Puts, 5 Days or Less to Exp
OTM Puts (< 25 Delta)
ATM Puts (25 to 75 Delta)
ITM Puts (> 75 Delta)
Downside Puts (5% - 10% Below ATM)
Correction Puts (10% - 20% Below ATM)
Crash Puts (20% + Below ATM)
Calls, 10+ Days to Exp
OTM Calls (< 25 Delta)
ATM Calls (25 to 75 Delta)
ITM Calls (> 75 Delta)
Upside Calls (5% - 10% Above ATM)
Wing Calls (10% + Above ATM)
Puts, 10+ Days to Exp
OTM Puts (< 25 Delta)
ATM Puts (25 to 75 Delta)
ITM Puts (> 75 Delta)
Downside Puts (5% - 10% Below ATM)
Correction Puts (10% - 20% Below ATM)
Crash Puts (20% + Below ATM)
