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RELX PLC RELX

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Market datapartial · fetched 2026-10-22T22:06:37.256Z

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 · 2026-10-22T20:10:00.001120475Z

FundamentalsAlpha Vantage · unavailable

Share price$40.62
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$0.17$2.81$5.46$8.10$10.74$30.78$34.66$38.54$42.42$46.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RELX spot · $40.62RELX PRICE$0.46$0.63$0.81$0.98$1.16$1.33$1.51$1.68$0.58$0.73$0.87$1.02$1.16$1.68$2.24$2.79$3.34$3.89$4.45$5.00$9.98
PutsExpensive1.44×
CallsCheap0.85×
SkewBearish+11.97 pp
Implied moveBearish±$3.74
TiltBearish63.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2830.6%10.1%36.4144.6%11.8%
25Δ43.7530.8%9.3%37.2941.9%10.0%
30Δ43.2131.0%8.4%38.1739.2%8.2%
35Δ42.6731.1%7.5%39.0536.5%6.4%
40Δ42.1431.3%6.6%39.9333.8%4.6%
45Δ41.6031.5%5.7%40.6635.4%4.0%
50Δ41.0631.7%4.8%41.3937.4%3.6%
55Δ40.5231.8%3.9%42.1139.4%3.2%
60Δ42.8341.5%2.8%
65Δ43.5543.5%2.4%
70Δ44.2845.5%1.9%
75Δ45.0047.5%1.5%
80Δ49.8875.5%1.8%

20Δ

Calls
Pseudo strike
44.28
IV
30.6%
B/E move
10.1%
Puts
Pseudo strike
36.41
IV
44.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
43.75
IV
30.8%
B/E move
9.3%
Puts
Pseudo strike
37.29
IV
41.9%
B/E move
10.0%

30Δ

Calls
Pseudo strike
43.21
IV
31.0%
B/E move
8.4%
Puts
Pseudo strike
38.17
IV
39.2%
B/E move
8.2%

35Δ

Calls
Pseudo strike
42.67
IV
31.1%
B/E move
7.5%
Puts
Pseudo strike
39.05
IV
36.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
42.14
IV
31.3%
B/E move
6.6%
Puts
Pseudo strike
39.93
IV
33.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
41.60
IV
31.5%
B/E move
5.7%
Puts
Pseudo strike
40.66
IV
35.4%
B/E move
4.0%

50Δ

Calls
Pseudo strike
41.06
IV
31.7%
B/E move
4.8%
Puts
Pseudo strike
41.39
IV
37.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
40.52
IV
31.8%
B/E move
3.9%
Puts
Pseudo strike
42.11
IV
39.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.83
IV
41.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.55
IV
43.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.28
IV
45.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.00
IV
47.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.88
IV
75.5%
B/E move
1.8%

Options history

No recorded observations