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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Grid Transco (NGG) - NYSE Next Earnings Date: N/A
EVR: 0.9
Avg Daily Volume: 969,120    Market Cap: 84.4B
Sector: Utilities    Short Interest: 0.11
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 5, 2026 AC 0.8 $85.92 @$85.00 $3.88
($85.92)
4.56% -3.88% I -3.22% I $83.15 $3.82
( $83.15 )
-1.55%
May 14, 2026 AC 0.5 $87.43 @$85.00 $5.10
($87.43)
6.0% -9.1% O -7.76% O $80.64 $7.03
( $80.64 )
37.84%
Nov. 6, 2025 AC 0.5 $76.29 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 15, 2025 AC 0.5 $70.03 @$70.00
May 23, 2024 AC 0.5 $61.72 @$60.00
Nov. 9, 2023 AC 0.5 $60.47 @$60.00
May 18, 2023 AC 0.6 $69.22 @$70.00
May 19, 2022 AC 0.7 $75.95 @$75.00
Nov. 18, 2021 AC 0.8 $66.17 @$65.00
May 20, 2021 AC 0.9 $67.28 @$65.00

 
 
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