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NGG - National Grid (ADR)
Implied Volatility Analysis

Implied Volatility:
56.0%
Put/Call-Ratio:
1.33

National Grid (ADR) has an Implied Volatility (IV) of 56.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NGG is 76 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for NGG is 2.99 standard deviations away from its 1 year mean.

Market Cap$46.69B
Dividend Yield3.27% ($2.09)
Implied Volatility (IV) 30d
55.97
Implied Volatility Rank (IVR) 1y
76.19
Implied Volatility Percentile (IVP) 1y
99.19
Historical Volatility (HV) 30d
23.59
IV / HV
2.37
Open Interest
3.01K
Option Volume
7.00
Put/Call Ratio (Volume)
1.33

Data was calculated after the 6/23/2022 closing.

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