Shift4 Payments, Inc. (FOUR) Options History
Historical options analytics archive for FOUR with monthly max pain, implied volatility, gamma exposure, and put/call data.
72 months of complete options data available.
FOUR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FOUR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 16 | 68.7% | 47.2% | $45.00 | $1.2M | -$78.7M | 0.52 |
| 2026-06 | 17 | 63.4% | 40.3% | $45.00 | $1.2M | -$74.3M | 0.51 |
| 2026-05 | 18 | 74.2% | 56.8% | $45.00 | $501.8K | -$5.1M | 0.79 |
| 2026-04 | 17 | 76.2% | 70.4% | $50.00 | $683.7K | $274.2K | 1.17 |
| 2026-03 | 21 | 60.9% | 43.9% | $55.00 | $255.9K | $37.5M | 0.76 |
| 2026-02 | 19 | 68.4% | 53.9% | $65.00 | -$102.6K | $98.1M | 0.88 |
This archive aggregates FOUR's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how FOUR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 68.7%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.52.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked FOUR history questions
- How much options history is available for FOUR?
- This archive holds 72 months of FOUR options analytics, spanning 2020-08 through 2026-07. Each entry is a monthly rollup of FOUR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the FOUR archive.
- What data does each monthly FOUR aggregate contain?
- Every monthly row summarizes that month of FOUR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 68.7%, an average IV rank of 47.2%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.52.
- How is the FOUR options-history archive built and how often does it update?
- The archive is derived from FOUR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how FOUR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.