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Shift4 Payments, Inc. FOUR

i

Market dataready · fetched 2026-11-03T21:59:54.438Z

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 · 2026-11-03T21:10:00.002595504Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T21:59:54.045761+00:00

Share price$41.49
1D-2.7%
AH$41.27$41.66$42.05$42.45$42.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOUR
Sold putSold callAH

Shift4 Payments, Inc. options

Live interpolated FOUR call and put midpoint premiums by absolute delta.Shift4 Payments, Inc.$0.60$3.39$6.18$8.97$11.76$30.50$36.10$41.71$47.31$52.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOUR spot · $41.49FOUR PRICE$0.90$1.21$1.54$1.87$2.23$2.74$3.25$3.77$4.28$5.20$6.25$7.30$8.62$1.23$1.61$1.99$2.37$2.82$3.45$4.08$4.71$5.35$6.37$7.52$8.66$10.96
PutsExpensive1.65×
CallsExpensive1.66×
SkewBullish-4.88 pp
Implied moveBearish±$7.34
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.0198.3%25.1%35.02109.6%18.6%
25Δ49.2098.3%21.5%36.36106.0%16.3%
30Δ47.7297.9%18.7%37.69102.5%14.0%
35Δ46.2597.6%16.0%39.0399.0%11.7%
40Δ44.8297.4%13.4%40.3096.4%9.7%
45Δ43.6998.5%11.9%41.4196.0%8.5%
50Δ42.5599.5%10.4%42.5195.7%7.4%
55Δ41.41100.6%8.9%43.6295.4%6.2%
60Δ40.27101.7%7.4%44.7395.0%5.1%
65Δ38.91105.9%6.3%46.1195.4%4.2%
70Δ37.47111.2%5.4%47.5895.9%3.4%
75Δ36.03116.5%4.4%49.0696.5%2.6%
80Δ34.33122.9%3.5%51.6499.4%1.9%

20Δ

Calls
Pseudo strike
51.01
IV
98.3%
B/E move
25.1%
Puts
Pseudo strike
35.02
IV
109.6%
B/E move
18.6%

25Δ

Calls
Pseudo strike
49.20
IV
98.3%
B/E move
21.5%
Puts
Pseudo strike
36.36
IV
106.0%
B/E move
16.3%

30Δ

Calls
Pseudo strike
47.72
IV
97.9%
B/E move
18.7%
Puts
Pseudo strike
37.69
IV
102.5%
B/E move
14.0%

35Δ

Calls
Pseudo strike
46.25
IV
97.6%
B/E move
16.0%
Puts
Pseudo strike
39.03
IV
99.0%
B/E move
11.7%

40Δ

Calls
Pseudo strike
44.82
IV
97.4%
B/E move
13.4%
Puts
Pseudo strike
40.30
IV
96.4%
B/E move
9.7%

45Δ

Calls
Pseudo strike
43.69
IV
98.5%
B/E move
11.9%
Puts
Pseudo strike
41.41
IV
96.0%
B/E move
8.5%

50Δ

Calls
Pseudo strike
42.55
IV
99.5%
B/E move
10.4%
Puts
Pseudo strike
42.51
IV
95.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
41.41
IV
100.6%
B/E move
8.9%
Puts
Pseudo strike
43.62
IV
95.4%
B/E move
6.2%

60Δ

Calls
Pseudo strike
40.27
IV
101.7%
B/E move
7.4%
Puts
Pseudo strike
44.73
IV
95.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
38.91
IV
105.9%
B/E move
6.3%
Puts
Pseudo strike
46.11
IV
95.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
37.47
IV
111.2%
B/E move
5.4%
Puts
Pseudo strike
47.58
IV
95.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
36.03
IV
116.5%
B/E move
4.4%
Puts
Pseudo strike
49.06
IV
96.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
34.33
IV
122.9%
B/E move
3.5%
Puts
Pseudo strike
51.64
IV
99.4%
B/E move
1.9%

Options history

IV · four-Friday blend76.11%
Daily EOD
FOUR69.5%73.1%76.6%2026-10-19: 70.03%2026-10-20: 70.79%2026-10-21: 70.65%2026-10-22: 71.37%2026-10-23: 70.51%2026-10-26: 74.30%2026-10-27: 74.14%2026-10-28: 73.53%2026-10-29: 74.75%2026-10-30: 76.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.03%
70.79%
70.65%
71.37%
70.51%
74.30%
74.14%
73.53%
74.75%
76.11%