RELX · Expected Move
RELX PLC
The expected move for RELX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
RELX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RELX Expected Move
30-Day Straddle
$3.65
7-Day Straddle
$2.25
30-Day ATM IV
34.5%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to RELX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
RELX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $3.65 | $2.25 | 34.5% | 23% |
| 20261013 | $3.33 | $1.82 | 32.5% | 15% |
| 20261012 | $3.45 | $1.82 | 34.2% | 22% |
| 20261009 | $3.38 | $1.60 | 34.8% | 24% |
| 20261008 | $3.73 | $1.40 | 38.6% | 39% |
| 20261007 | $3.00 | $1.38 | 32.0% | 13% |
| 20261006 | $3.75 | $1.68 | 38.9% | 40% |
| 20261005 | $3.35 | $1.80 | 33.8% | 20% |
| 20261002 | $2.10 | $2.10 | 40.9% | 48% |
| 20261001 | $2.25 | $2.25 | 39.6% | 43% |
| 20260930 | $2.45 | $2.45 | 35.4% | 27% |
| 20260929 | $2.52 | $2.52 | 38.0% | 37% |
| 20260928 | $2.57 | $2.57 | 38.9% | 41% |
| 20260925 | $2.25 | $2.25 | — | — |
| 20260924 | $2.55 | $2.55 | 38.6% | 39% |
| 20260923 | $2.62 | $2.62 | 36.7% | 32% |
| 20260922 | $2.90 | $2.90 | 39.0% | 41% |
| 20260921 | $2.77 | $2.77 | 36.8% | 32% |
| 20260918 | $2.88 | $1.65 | 38.4% | 39% |
| 20260917 | $2.60 | $1.12 | 33.8% | 20% |
| 20260916 | $2.33 | $1.48 | 28.7% | 0% |
| 20260915 | $2.83 | $1.45 | 34.8% | 23% |
| 20260914 | $2.83 | $1.75 | 33.1% | 16% |
| 20260911 | $2.80 | $1.70 | 34.3% | 21% |
| 20260910 | $2.80 | $1.58 | 34.0% | 20% |
| 20260909 | $2.55 | $1.60 | 30.2% | 4% |
| 20260908 | $2.80 | $1.50 | 31.6% | 10% |
| 20260904 | $2.90 | $2.27 | 32.4% | 13% |
| 20260903 | $3.30 | $2.75 | 33.0% | 15% |
| 20260902 | $1.67 | $1.67 | 29.6% | 2% |
| 20260901 | $1.72 | $1.72 | 29.2% | 0% |
| 20260831 | $2.53 | $2.53 | 34.0% | 14% |
| 20260828 | $2.50 | $2.50 | 33.3% | 11% |
| 20260827 | $2.40 | $2.40 | 33.4% | 11% |
| 20260826 | $2.40 | $2.40 | 33.7% | 12% |
| 20260825 | $2.90 | $2.90 | 37.0% | 27% |
| 20260824 | $2.90 | $2.90 | 36.8% | 26% |
| 20260821 | $2.90 | $2.42 | 35.4% | 20% |
| 20260820 | $2.67 | $2.23 | 33.5% | 11% |
| 20260819 | $3.02 | $1.18 | 38.1% | 31% |
| 20260818 | $2.53 | $1.07 | 30.8% | 0% |
| 20260817 | $3.12 | $1.83 | 39.9% | 33% |
| 20260814 | $2.80 | $1.55 | 34.4% | 7% |
| 20260813 | $3.15 | $2.25 | 37.4% | 22% |
| 20260812 | $3.67 | $1.83 | 41.7% | 42% |
| 20260811 | $3.30 | $1.82 | 36.6% | 18% |
| 20260810 | $3.45 | $2.20 | 38.6% | 27% |
| 20260807 | — | — | 35.2% | 11% |
| 20260806 | $3.70 | $1.95 | 39.0% | 29% |
| 20260805 | $2.88 | $2.88 | 39.5% | 31% |
| 20260804 | $2.90 | $2.90 | 41.3% | 40% |
| 20260803 | $2.82 | $2.82 | 41.6% | 41% |
| 20260731 | $3.00 | $3.00 | 42.3% | 45% |
| 20260730 | $3.78 | $3.78 | 41.0% | 38% |
| 20260729 | $3.25 | $3.25 | 40.2% | 35% |
| 20260728 | $4.28 | $4.28 | 43.7% | 51% |
| 20260727 | $2.60 | $2.60 | 37.7% | 23% |
| 20260724 | $3.08 | $3.08 | 39.4% | 31% |
| 20260723 | $3.25 | $3.25 | 37.9% | 24% |
| 20260722 | $3.67 | $3.67 | 44.0% | 53% |
More on RELX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.