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Shift4 Payments FOUR 43.96 1.17 2.73%

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ATM IV
0.604
Put Call Ratio (OI)
0.497
Put Call Ratio (Vol)
0.791
IV Rank
36.9
IV Percentile
39.4
Max pain
40

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-136.0
136.0
View values by strike
FOUR · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 7.53 K -3.54 K
22.50 4.44 K -2.79 K
25.00 7.98 K -11.6 K
30.00 13.6 K -60.3 K
35.00 29.3 K -274 K
40.00 152 K -162 K
42.50 9.84 K -73.7 K
45.00 259 K -150 K
47.50 8.7 K -7.8 K
50.00 562 K -124 K
55.00 63.8 K -16.6 K
60.00 121 K -43.9 K
65.00 51.5 K -9.78 K
70.00 46 K -21.5 K
75.00 28.9 K -16.1 K
77.50 905 -202
80.00 72.6 K -38.2 K
82.50 284 0
85.00 15 K -1.61 K
87.50 266 -33
90.00 11.2 K -343
92.50 84.4 0
95.00 17.2 K -103
97.50 529 0
100.00 29.6 K -235
105.00 10.7 K -224
110.00 16.5 K 0
115.00 5.07 K -21.7
120.00 6.18 K 0
125.00 5.74 K 0
130.00 11.1 K 0
135.00 250 0
140.00 712 0
145.00 58.9 0
150.00 983 0
155.00 261 0
160.00 375 0
165.00 13 K 0
170.00 9.78 K 0
175.00 10.5 K 0
180.00 12.6 K 0