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Shift4 Payments, Inc. FOUR

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-13T00:47:48.754Z

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 · 2026-11-13T00:00:00.002393687Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:45:10.336291+00:00

Share price$41.52
1D-1.7%
AH$40.49$41.15$41.81$42.47$43.135:30 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.$0.27$1.79$3.30$4.82$6.34$27.79$33.13$38.46$43.80$49.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FOUR spot · $41.52FOUR PRICE$0.43$0.62$0.86$1.09$1.32$1.55$1.79$2.02$2.25$2.48$0.57$0.73$0.89$1.11$1.50$1.89$2.28$2.67$3.07$3.46$3.85$4.47$5.90
PutsCheap0.39×
Calls——
Skew——
Implied moveBearish±$4.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5165.6%10.7%37.4276.5%11.3%
25Δ44.6465.2%9.0%38.3773.8%9.4%
30Δ44.0865.7%8.2%39.3271.1%7.4%
35Δ43.5266.1%7.4%40.1869.4%5.9%
40Δ42.9666.6%6.7%40.8070.4%5.4%
45Δ42.4067.0%5.9%41.4271.4%4.8%
50Δ41.8467.5%5.1%42.0472.4%4.3%
55Δ41.2867.9%4.3%42.6673.4%3.7%
60Δ40.7268.4%3.5%43.2874.4%3.1%
65Δ40.1668.8%2.7%43.9075.4%2.6%
70Δ44.5276.4%2.0%
75Δ45.3578.3%1.5%
80Δ46.9383.4%1.2%

20Δ

Calls
Pseudo strike
45.51
IV
65.6%
B/E move
10.7%
Puts
Pseudo strike
37.42
IV
76.5%
B/E move
11.3%

25Δ

Calls
Pseudo strike
44.64
IV
65.2%
B/E move
9.0%
Puts
Pseudo strike
38.37
IV
73.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
44.08
IV
65.7%
B/E move
8.2%
Puts
Pseudo strike
39.32
IV
71.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
43.52
IV
66.1%
B/E move
7.4%
Puts
Pseudo strike
40.18
IV
69.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
42.96
IV
66.6%
B/E move
6.7%
Puts
Pseudo strike
40.80
IV
70.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
42.40
IV
67.0%
B/E move
5.9%
Puts
Pseudo strike
41.42
IV
71.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
41.84
IV
67.5%
B/E move
5.1%
Puts
Pseudo strike
42.04
IV
72.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
41.28
IV
67.9%
B/E move
4.3%
Puts
Pseudo strike
42.66
IV
73.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
40.72
IV
68.4%
B/E move
3.5%
Puts
Pseudo strike
43.28
IV
74.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
40.16
IV
68.8%
B/E move
2.7%
Puts
Pseudo strike
43.90
IV
75.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.52
IV
76.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.35
IV
78.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.93
IV
83.4%
B/E move
1.2%

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%