Data through close

RELX max pain, gamma exposure (GEX) & options open interest

As of close · rank #2285 by open interest · snapshot page

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RELX's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 24.94, net GEX is 459,094, its put/call open-interest ratio is 0.66. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
33.42
prev 33.49
Gamma max
35.45
+6.1% from close
Delta neutral
33.43
+0.0% from close
Gamma neutral
24.94
-25.4% from close
Open interest
7,574
+0.0% vs prev
Contracts listed
29
20 calls · 14 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
35.00
+4.7% from close
2026-10-16
GEX flip
24.94
-25.4% from close
Net GEX
459,094
6,061,442 per 100k OI
Call wall
35.00
+4.7% from close
Put wall
35.00
+4.7% from close
Put/call OI
0.66
2,998 puts / 4,576 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
37.2
within trailing 52-week range
Front / back ATM IV
+32.5% / +35.8%
-3.3 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
261.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
17 contracts traded
Normalized net delta
0.010
option-holder convention
Modeled dealer delta
-0.010
opposite-side scenario
Vanna / 100k OI
1,122
volatility-sensitive delta
Charm / 100k OI
-54,780
time-decay-sensitive delta
IV surface range
111.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RELX closed 6.1% below its gamma max of 35.45. It is right at the delta neutral price of 33.43. Total open interest is 7,574, +0.0% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

Neighbours by open interest

← CRUS (#2284) CHAU (#2286) →

Questions people ask about RELX

Where is RELX's gamma max today?

As of Oct 2, 2026, the gamma max for RELX is 35.45, +6.1% from the 33.42 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is RELX above or below its delta neutral price?

RELX closed below delta neutral: 33.42 against a delta neutral price of 33.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RELX have?

7,574 contracts of open interest across 29 listed contracts on Oct 2, 2026, +0.0% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.