DJI have made available three different ND filters for the Phantom 4 in their store. These are ND4, ND8 and ND16 filters.
ND filters reduce the amount of light entering the sensor allowing more control of the camera’s aperture, exposure time and sensor sensitivity settings ( read here for more info ).
Visit DJI’s store to buy then or read more info about them ( some other stuff there too 🙂 ) – http://store.dji.com/phantom-accessories/for-phantom-4
There are other brand ND filters available that are as good and cheaper than the DJI ones, check out the accessories page for more info.