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RELX PLC RELX

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Market datapartial · fetched 2026-10-22T23:49:25.642Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:19:14.644149227Z

FundamentalsAlpha Vantage · unavailable

Share price$40.85
1D+1.5%
AH$39.86$40.10$40.35$40.59$40.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRELX
Sold putSold callAH

RELX PLC options

Live interpolated RELX call and put midpoint premiums by absolute delta.RELX PLC$0.20$2.32$4.44$6.57$8.69$30.75$34.71$38.67$42.64$46.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RELX spot · $40.85RELX PRICE$0.43$0.60$0.76$0.92$1.09$1.25$1.42$1.58$1.74$0.61$0.76$0.91$1.07$1.34$1.92$2.51$3.09$3.67$4.25$4.83$8.08
PutsExpensive1.51×
CallsCheap0.79×
SkewBearish+16.25 pp
Implied moveBearish±$3.92
TiltBearish54.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.3629.1%9.7%36.5545.6%12.0%
25Δ43.8629.1%8.8%37.4842.9%10.1%
30Δ43.3629.1%8.0%38.4140.2%8.2%
35Δ42.8529.0%7.2%39.3437.5%6.3%
40Δ42.3529.0%6.3%40.2236.3%4.8%
45Δ41.8428.9%5.5%40.9838.8%4.4%
50Δ41.3428.9%4.7%41.7441.3%4.0%
55Δ40.8328.8%3.8%42.5043.8%3.5%
60Δ40.3328.8%3.0%43.2646.3%3.1%
65Δ44.0248.8%2.6%
70Δ44.7851.2%2.2%
75Δ48.0269.8%2.2%
80Δ

20Δ

Calls
Pseudo strike
44.36
IV
29.1%
B/E move
9.7%
Puts
Pseudo strike
36.55
IV
45.6%
B/E move
12.0%

25Δ

Calls
Pseudo strike
43.86
IV
29.1%
B/E move
8.8%
Puts
Pseudo strike
37.48
IV
42.9%
B/E move
10.1%

30Δ

Calls
Pseudo strike
43.36
IV
29.1%
B/E move
8.0%
Puts
Pseudo strike
38.41
IV
40.2%
B/E move
8.2%

35Δ

Calls
Pseudo strike
42.85
IV
29.0%
B/E move
7.2%
Puts
Pseudo strike
39.34
IV
37.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
42.35
IV
29.0%
B/E move
6.3%
Puts
Pseudo strike
40.22
IV
36.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
41.84
IV
28.9%
B/E move
5.5%
Puts
Pseudo strike
40.98
IV
38.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
41.34
IV
28.9%
B/E move
4.7%
Puts
Pseudo strike
41.74
IV
41.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
40.83
IV
28.8%
B/E move
3.8%
Puts
Pseudo strike
42.50
IV
43.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
40.33
IV
28.8%
B/E move
3.0%
Puts
Pseudo strike
43.26
IV
46.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.02
IV
48.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.78
IV
51.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.02
IV
69.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations