thetaOwl

FOUR

Shift4 Payments, Inc.Close $42.20EOD only
Max Pain
$50.00
Next expiry Jun 18, 2026
Expected Move
±$6.32
15.0% from close
Price Gap
+7.80
Distance to max pain
IV Rank
2
Low premium
P/C OI
0.54
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

This page reflects FOUR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 20, 2026 close
FOUR Options Chain
Data as of market close May 20, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 29)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
25.0016.1115.4018.600.0077183.2%0.8990.0081-0.0680.0210.015
30.0012.6110.5013.000.00831110.4%0.8970.0137-0.0440.0210.020
35.007.056.008.400.007685.4%0.8190.0259-0.0490.0310.021
40.004.103.804.600.701019263.3%0.6590.0487-0.0500.0440.019
45.001.951.602.200.40331,13662.3%0.3980.0521-0.0510.0460.012
50.000.810.500.850.21533,68260.0%0.1850.0373-0.0340.0320.006
55.000.320.200.400.02111,19564.4%0.0880.0209-0.0220.0190.003
60.000.150.050.150.04461,63764.3%0.0330.0097-0.0100.0090.001
65.000.100.000.350.01231683.4%0.0440.0094-0.0160.0110.001
70.000.040.000.55-0.011641102.5%0.0550.0092-0.0240.0130.002
75.000.060.000.100.00177987.1%0.0140.0034-0.0060.0040.000
80.000.060.000.100.00171294.9%0.0120.0028-0.0060.0040.000
85.000.050.000.100.001092102.3%0.0120.0025-0.0060.0040.000
90.000.050.000.100.001557109.4%0.0110.0022-0.0070.0030.000
95.000.250.000.000.008050.0%0.0000.00000.0000.0000.000
100.000.030.000.100.001353121.9%0.0100.0018-0.0070.0030.000
110.000.150.000.300.001187153.1%0.0230.0030-0.0170.0060.001
115.000.050.001.350.00411202.7%0.0720.0057-0.0570.0160.002
120.000.050.001.300.002839207.4%0.0680.0053-0.0560.0160.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
25.000.100.000.350.0016106.6%-0.0280.0051-0.0140.008-0.001
30.000.200.100.250.082130474.4%-0.0400.0098-0.0130.010-0.001
35.000.650.550.80-0.17351,10368.1%-0.1380.0272-0.0300.026-0.005
40.002.021.952.30-0.48542,04266.1%-0.3450.0469-0.0480.044-0.013
45.005.134.405.300.0031,41165.5%-0.5940.0498-0.0490.046-0.024
50.008.708.209.400.001462969.5%-0.7740.0364-0.0380.036-0.033
55.0013.8012.4014.900.00788785.9%-0.8310.0247-0.0390.030-0.039
60.0017.9017.3018.40-0.80431,46757.8%-0.9800.00700.0010.006-0.047
65.0022.8022.6023.300.30120981.3%-0.9610.0088-0.0070.010-0.050
70.0028.5026.6029.700.001301107.6%-0.9340.0100-0.0200.015-0.053
75.0033.3031.4034.700.001092111.1%-0.9520.0075-0.0140.012-0.058
80.0032.8036.4039.600.003520116.2%-0.9620.0059-0.0100.010-0.062
85.0041.1041.6044.600.0028133.6%-0.9520.0063-0.0180.012-0.066
90.0047.6846.2049.500.0048109.8%-0.9890.00230.0040.004-0.071
95.0029.4034.8037.500.000200.0%-1.0000.00000.0110.000-0.075
105.0056.800.000.000.00100.0%-1.0000.00000.0120.000-0.083
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.