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Shift4 Payments, Inc. FOUR

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Market datapartial · fetched 2026-10-24T00:18:33.896Z

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 · 2026-10-23T23:00:00.0034217Z

FundamentalsAlpha Vantage · unavailable

Share price$38.79
1D-4.0%
AH$38.05$38.58$39.12$39.66$40.205:30 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.$0.57$3.34$6.10$8.87$11.63$27.73$33.19$38.66$44.13$49.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOUR spot · $38.79FOUR PRICE$0.87$1.13$1.44$1.85$2.26$2.67$3.09$3.69$4.30$4.90$5.50$6.41$7.47$1.23$1.61$2.03$2.54$3.04$3.55$4.06$4.93$5.83$6.73$7.67$9.25$10.83
PutsExpensive1.37×
CallsExpensive1.34×
SkewBearish+2.35 pp
Implied moveBearish±$7.14
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3580.0%26.9%32.5984.7%19.1%
25Δ46.2477.6%22.1%33.9785.7%16.6%
30Δ44.5376.7%18.5%35.3086.2%14.2%
35Δ43.3878.1%16.6%36.4585.0%12.6%
40Δ42.2379.6%14.7%37.6083.8%10.9%
45Δ41.0881.0%12.8%38.7582.6%9.3%
50Δ39.9382.3%10.9%39.9181.5%7.6%
55Δ38.7982.7%9.5%41.1881.7%6.5%
60Δ37.6583.0%8.1%42.4782.1%5.5%
65Δ36.5183.4%6.8%43.7682.5%4.5%
70Δ35.3783.8%5.4%45.0883.0%3.6%
75Δ34.0483.9%4.3%46.9683.5%2.8%
80Δ32.6183.9%3.3%48.8584.1%2.0%

20Δ

Calls
Pseudo strike
48.35
IV
80.0%
B/E move
26.9%
Puts
Pseudo strike
32.59
IV
84.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
46.24
IV
77.6%
B/E move
22.1%
Puts
Pseudo strike
33.97
IV
85.7%
B/E move
16.6%

30Δ

Calls
Pseudo strike
44.53
IV
76.7%
B/E move
18.5%
Puts
Pseudo strike
35.30
IV
86.2%
B/E move
14.2%

35Δ

Calls
Pseudo strike
43.38
IV
78.1%
B/E move
16.6%
Puts
Pseudo strike
36.45
IV
85.0%
B/E move
12.6%

40Δ

Calls
Pseudo strike
42.23
IV
79.6%
B/E move
14.7%
Puts
Pseudo strike
37.60
IV
83.8%
B/E move
10.9%

45Δ

Calls
Pseudo strike
41.08
IV
81.0%
B/E move
12.8%
Puts
Pseudo strike
38.75
IV
82.6%
B/E move
9.3%

50Δ

Calls
Pseudo strike
39.93
IV
82.3%
B/E move
10.9%
Puts
Pseudo strike
39.91
IV
81.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
38.79
IV
82.7%
B/E move
9.5%
Puts
Pseudo strike
41.18
IV
81.7%
B/E move
6.5%

60Δ

Calls
Pseudo strike
37.65
IV
83.0%
B/E move
8.1%
Puts
Pseudo strike
42.47
IV
82.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
36.51
IV
83.4%
B/E move
6.8%
Puts
Pseudo strike
43.76
IV
82.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
35.37
IV
83.8%
B/E move
5.4%
Puts
Pseudo strike
45.08
IV
83.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
34.04
IV
83.9%
B/E move
4.3%
Puts
Pseudo strike
46.96
IV
83.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
32.61
IV
83.9%
B/E move
3.3%
Puts
Pseudo strike
48.85
IV
84.1%
B/E move
2.0%

Options history

No recorded observations