{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/RELX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RELX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RELX.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"RELX","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":33.41999816894531,"previous_close":33.4900016784668,"delta_neutral":33.433643630698,"gamma_neutral":24.935838640806644,"gamma_max":35.44600853677248,"total_open_interest":7574,"previous_open_interest":7572,"listed_contracts":29,"listed_calls":20,"listed_puts":14,"gamma_max_distance_pct":6.062269535699101,"delta_neutral_distance_pct":0.04083022890578041,"gamma_neutral_distance_pct":-25.38647514356347,"open_interest_change_1d_pct":0.02641310089804543,"call_open_interest":4576,"put_open_interest":2998,"put_call_open_interest_ratio":0.6551573426573427,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.727713697252276,"all_expiration_max_pain":35,"net_gamma_exposure":459093.6248507986,"net_gamma_exposure_per_100k_open_interest":6061442.102598344,"gamma_exposure_flip":24.935838640806644,"gamma_exposure_flip_distance_pct":-25.38647514356347,"call_wall":35,"call_wall_distance_pct":4.727713697252276,"put_wall":35,"put_wall_distance_pct":4.727713697252276,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":2285},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"RELX","price":33.42,"totalOi":7574,"analysisCoverage":0.9444,"avgIvPct":82,"ivRank":37.2,"iv52wHighPct":124.7,"iv52wLowPct":56.72,"frontDte":14,"frontAtmIvPct":32.4743,"backAtmIvPct":35.7536,"termPremiumPp":-3.2793,"expectedMoveFrontPct":6.36,"straddleFrontPct":6.28,"straddle30dPct":6.28,"riskReversalFrontPp":261.77,"riskReversal30dPp":261.77,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.655,"putCallOiFrontRatio":0.886,"putCallVolumeFrontRatio":0.1,"optionVolume":17,"volumeOiRatio":0.002245,"netDeltaNormalized":0.010004,"dealerDeltaNormalized":-0.010005,"gexPer100kOi":2267519.408503,"vannaPer100kOi":1122.260364,"charmPer100kOi":-54779.508846,"weekendDeltaShiftPer100kOi":-164338.526538,"ivSurfaceRangePp":111.3,"gammaFlipDistancePct":-8.856972,"maxPainDistancePct":4.727708,"peakCallDistancePct":4.727708,"peakPutDistancePct":4.727708},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RELX.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}