NGG · National Grid PLC

Track NGG — free

$80.66 -1.49 (-1.81%) At close · Aug 19

Market Cap

$81.73B

1.01B

Options Chain

Underlying $80.66 · at close Aug 19, 2026 Options Calculator

Positioning

Aug 21, 2026 · 1 days to expiry · 32 contracts · mixed snapshot sessions · Jun 23, 2026–Aug 19, 2026; 11 unknown

Put / call OI

—

dated and unknown snapshot sessions

Open interest

—

dated and unknown snapshot sessions

Volume

—

dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 1d Sep 18 29d Nov 20 92d Dec 18 120d Mar 19 211d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	652.5%	0.931	$37.85		—	—	—	—	0
Call · $45 In the money Snapshot session Jul 20, 2026 Last $37.85 Breakeven $82.85 Implied vol 652.5% Delta 0.931 ≈93% ITM Gamma 0.004 Theta -1.365 Vega 0.007 Open interest 1 Model this call Put · $45 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	568.9%	0.915	—		—	—	—	—	0
Call · $50 In the money Snapshot session Unknown Last — Breakeven — Implied vol 568.9% Delta 0.915 ≈92% ITM Gamma 0.005 Theta -1.397 Vega 0.008 Open interest 0 Model this call Put · $50 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	462.4%	0.905	—		—	—	—	—	0
Call · $55 In the money Snapshot session Unknown Last — Breakeven — Implied vol 462.4% Delta 0.905 ≈91% ITM Gamma 0.007 Theta -1.237 Vega 0.008 Open interest 0 Model this call Put · $55 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	382.3%	0.884	$20.90		$0.15	-0.029	225.2%	1	1
Call · $60 In the money Snapshot session Aug 13, 2026 Last $20.90 Breakeven $80.90 Implied vol 382.3% Delta 0.884 ≈88% ITM Gamma 0.009 Theta -1.183 Vega 0.013 Open interest 1 Model this call Put · $60 Snapshot session Jun 23, 2026 Last $0.15 Breakeven $59.85 Implied vol 225.2% Delta -0.029 ≈3% ITM Gamma 0.005 Theta -0.236 Vega 0.005 Open interest 1 Model this put
1	1	299.1%	0.857	$17.60		$0.05	-0.042	173.2%	1	1
Call · $65 In the money Snapshot session Jul 20, 2026 Last $17.60 Breakeven $82.60 Implied vol 299.1% Delta 0.857 ≈86% ITM Gamma 0.014 Theta -1.064 Vega 0.013 Open interest 1 Model this call Put · $65 Snapshot session Jul 14, 2026 Last $0.05 Breakeven $64.95 Implied vol 173.2% Delta -0.042 ≈4% ITM Gamma 0.009 Theta -0.244 Vega 0.005 Open interest 1 Model this put
1	1	211.3%	0.823	$13.03		$0.15	-0.053	115.6%	1	84
Call · $70 In the money Snapshot session Jul 20, 2026 Last $13.03 Breakeven $83.03 Implied vol 211.3% Delta 0.823 ≈82% ITM Gamma 0.022 Theta -0.864 Vega 0.014 Open interest 1 Model this call Put · $70 Snapshot session Jul 27, 2026 Last $0.15 Breakeven $69.85 Implied vol 115.6% Delta -0.053 ≈5% ITM Gamma 0.017 Theta -0.198 Vega 0.005 Open interest 84 Model this put
0	—	130.7%	0.748	—		$0.20	-0.091	62%	1	65
Call · $75 In the money Snapshot session Unknown Last — Breakeven — Implied vol 130.7% Delta 0.748 ≈75% ITM Gamma 0.045 Theta -0.658 Vega 0.019 Open interest 0 Model this call Put · $75 Snapshot session Aug 17, 2026 Last $0.20 Breakeven $74.80 Implied vol 62% Delta -0.091 ≈9% ITM Gamma 0.048 Theta -0.16 Vega 0.009 Open interest 65 Model this put
79	1	57.3%	0.426	$2.22		$0.05	—	—	4	1k
Call · $80 In the money Snapshot session Aug 18, 2026 Last $2.22 Breakeven $82.22 Implied vol 57.3% Delta 0.426 ≈43% ITM Gamma 0.125 Theta -0.354 Vega 0.022 Open interest 79 Model this call Put · $80 Snapshot session Aug 19, 2026 Last $0.05 Breakeven $79.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1k Model this put
Underlying $80.66
394	3	68.7%	0.075	$0.08		$4.40	—	—	1	110
Call · $85 Snapshot session Aug 17, 2026 Last $0.08 Breakeven $85.08 Implied vol 68.7% Delta 0.075 ≈7% ITM Gamma 0.038 Theta -0.154 Vega 0.01 Open interest 394 Model this call Put · $85 In the money Snapshot session Aug 17, 2026 Last $4.40 Breakeven $80.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 110 Model this put
21	1	112.7%	0.057	$0.05		$9.60	—	—	1	0
Call · $90 Snapshot session Aug 11, 2026 Last $0.05 Breakeven $90.05 Implied vol 112.7% Delta 0.057 ≈6% ITM Gamma 0.019 Theta -0.203 Vega 0.006 Open interest 21 Model this call Put · $90 In the money Snapshot session Aug 19, 2026 Last $9.60 Breakeven $80.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	3	141.1%	0.034	$0.17		$13.90	—	—	1	0
Call · $95 Snapshot session Jul 2, 2026 Last $0.17 Breakeven $95.17 Implied vol 141.1% Delta 0.034 ≈3% ITM Gamma 0.01 Theta -0.167 Vega 0.003 Open interest 3 Model this call Put · $95 In the money Snapshot session Aug 12, 2026 Last $13.90 Breakeven $81.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$20.60	—	—	3	0
Call · $100 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $100 In the money Snapshot session Aug 10, 2026 Last $20.60 Breakeven $79.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$24.00	—	—	1	0
Call · $105 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $105 In the money Snapshot session Aug 12, 2026 Last $24.00 Breakeven $81.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$30.05	—	—	1	0
Call · $110 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 In the money Snapshot session Aug 11, 2026 Last $30.05 Breakeven $79.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$35.80	—	—	2	0
Call · $115 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Snapshot session Jul 29, 2026 Last $35.80 Breakeven $79.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$39.00	—	—	2	0
Call · $120 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 In the money Snapshot session Aug 14, 2026 Last $39.00 Breakeven $81.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jun 23, 2026–Aug 19, 2026; 11 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1004315 CUSIP 636274409 13F (30d) 545 filings 518 filers Visit website