Shift4 Payments Class A (FOUR)'s 30-day implied volatility (IV30) was 80.1% at the close on October 23, 2026, up from 79.4% the day before, against a 52-week range of 40.6% to 90.9%. Its 20-day historical volatility was 40.9%.

Key numbers

30-day implied volatility (IV30): 80.1%
IV30 52-week range: 40.6% to 90.9% (median 62.5%)
Historical volatility: 20-day 40.9%, 1-year 59.6%
Implied move by the nearest expiration: ±5.0%

Data as of October 23, 2026.

FOUR Implied Volatility (IV) vs Historical Volatility (HV)

Name: FOUR Implied Volatility
Creator: Market Chameleon