Pre-market
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Shift4 Payments FOUR 42.79 -2.03 -4.53%

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ATM IV
0.617
Put Call Ratio (OI)
0.495
Put Call Ratio (Vol)
0.624
IV Rank
39.4
IV Percentile
43.9
Max pain
40

Gamma exposure (2026-11-05)

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-137.2
137.2
View values by strike
FOUR · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 4.46 K -4.03 K
22.50 4.16 K -2.94 K
25.00 8.18 K -12.1 K
30.00 15.9 K -63.4 K
35.00 32.7 K -305 K
40.00 159 K -167 K
42.50 10.9 K -72.4 K
45.00 242 K -136 K
47.50 8.23 K -7.13 K
50.00 510 K -111 K
55.00 58.1 K -15.6 K
60.00 106 K -42.1 K
65.00 46.8 K -9.68 K
70.00 49.9 K -22.8 K
75.00 28.8 K -18.2 K
77.50 840 0
80.00 68.4 K -37.7 K
82.50 264 0
85.00 14 K -1.54 K
87.50 249 0
90.00 10.6 K -323
92.50 79.3 0
95.00 16.2 K -96.5
97.50 499 0
100.00 28.3 K -219
105.00 10.5 K -210
110.00 16.2 K 0
115.00 5.03 K -18.3
120.00 6.22 K 0
125.00 5.32 K 0
130.00 10.5 K 0
135.00 239 0
140.00 682 0
145.00 56.5 0
150.00 943 0
155.00 250 0
160.00 361 0
165.00 12.5 K 0
170.00 9.42 K 0
175.00 10.1 K -8.66
180.00 12.1 K 0