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RELX PLC RELX

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Market datapartial · fetched 2026-11-12T02:51:44.768Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001485498Z

FundamentalsAlpha Vantage · unavailable

Share price$40.10
1D+1.4%
AH$39.56$39.73$39.90$40.06$40.235:30 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$0.45$1.52$2.59$3.66$4.73$36.77$38.41$40.05$41.69$43.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RELX spot · $40.10RELX PRICE$0.56$0.63$0.70$0.77$0.84$0.91$0.98$1.11$1.13$1.15$1.17$1.19$1.52$2.00$2.49$2.97$3.46$3.94$4.42
Puts——
Calls——
Skew——
Implied moveBearish±$2.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.41106.5%22.1%
25Δ47.1696.3%19.2%35.67119.0%13.8%
30Δ45.9086.1%16.2%36.67103.2%11.4%
35Δ44.6575.8%13.3%37.6787.4%8.9%
40Δ43.3965.6%10.3%38.6771.7%6.5%
45Δ42.1455.4%7.3%39.6655.9%4.1%
50Δ40.8845.2%4.4%40.4151.5%3.0%
55Δ41.0352.9%2.7%
60Δ41.6554.3%2.3%
65Δ42.2755.8%2.0%
70Δ42.8957.2%1.7%
75Δ43.5158.6%1.3%
80Δ44.1360.0%1.0%

20Δ

Calls
Pseudo strike
48.41
IV
106.5%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
47.16
IV
96.3%
B/E move
19.2%
Puts
Pseudo strike
35.67
IV
119.0%
B/E move
13.8%

30Δ

Calls
Pseudo strike
45.90
IV
86.1%
B/E move
16.2%
Puts
Pseudo strike
36.67
IV
103.2%
B/E move
11.4%

35Δ

Calls
Pseudo strike
44.65
IV
75.8%
B/E move
13.3%
Puts
Pseudo strike
37.67
IV
87.4%
B/E move
8.9%

40Δ

Calls
Pseudo strike
43.39
IV
65.6%
B/E move
10.3%
Puts
Pseudo strike
38.67
IV
71.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
42.14
IV
55.4%
B/E move
7.3%
Puts
Pseudo strike
39.66
IV
55.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
40.88
IV
45.2%
B/E move
4.4%
Puts
Pseudo strike
40.41
IV
51.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.03
IV
52.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.65
IV
54.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.27
IV
55.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.89
IV
57.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.51
IV
58.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.13
IV
60.0%
B/E move
1.0%

Options history

IV · four-Friday blend36.43%
Daily EOD
RELX30.4%33.7%37.0%2026-10-20: 30.86%2026-10-21: 33.27%2026-10-22: 32.94%2026-10-23: 31.14%2026-10-26: 36.58%2026-10-27: 34.33%2026-10-28: 36.43%Oct 20Oct 23Oct 28
7 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
30.86%
33.27%
32.94%
31.14%
36.58%
34.33%
36.43%