National Grid plc options tape
Read from CBOE's delayed chain on 26 September 2026, with National Grid plc at $75.49: open interest within 90 days was 5,753 call and 3,465 put contracts, a put/call ratio of 0.6; the day's volume was 11 calls and 10 puts (0.91). The most call open interest sits at the $85.00 strike (2,220 contracts) and the most put open interest at $80.00 (1,826). The at-the-money straddle for 16 October 2026, 20 days out, was priced at 4.8% of spot. For 16 October 2026, implied volatility was 26.3% at the put 5% below spot and 22.1% at the call 5% above, +4.2 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $85.00 | 2,220 |
| Puts | $80.00 | 1,826 |
The strike with the most open interest on each side, across expiries within 90 days.
Open-interest builds against the previous day appear from the second daily read of this name.
Source
CBOE delayed quotes for NGG, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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