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Shift4 Payments FOUR 43.96 1.17 2.73%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $43.96
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.1% ±$1.35 $42.61 – $45.31 $42.33 – $45.59 $41.06 – $46.86
2 sessions ±4.3% ±$1.88 $42.08 – $45.84 $41.68 – $46.24 $39.90 – $48.02
3 sessions ±5.4% ±$2.37 $41.59 – $46.33 $41.13 – $46.79 $38.91 – $49.01
1 week ±6.8% ±$3.01 $40.95 – $46.97 $40.28 – $47.64 $37.54 – $50.38
2 weeks ±9.6% ±$4.23 $39.73 – $48.19 $38.73 – $49.19 $34.94 – $52.98
3 weeks ±11.4% ±$5.03 $38.93 – $48.99 $37.70 – $50.22 $33.33 – $54.59
1 month ±13.3% ±$5.85 $38.11 – $49.81 $36.66 – $51.26 $31.56 – $56.36
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.76%
Average actual move
14.05%
Beyond the implied move
2 / 3
Median IV change
-32.57%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±14.58% +9.26% 0.64× 108.2% → 72.5%
August 05, 2025 ±13.11% -15.43% 1.18× —
February 19, 2025 ±10.58% -17.48% 1.65× 59.3% → 51.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →