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Peabody Energy Corporation BTU

ENERGY · THERMAL COAL
i

Market dataready · fetched 2026-11-04T00:54:25.574Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:53:29.487009049Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:54:25.132006+00:00

Share price$20.68
1D-1.6%
AH$20.61$20.79$20.96$21.13$21.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTU
Sold putSold callAH

Peabody Energy Corporation options

Live interpolated BTU call and put midpoint premiums by absolute delta.Peabody Energy Corporation$0.19$0.81$1.43$2.04$2.66$17.90$19.31$20.73$22.15$23.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTU spot · $20.68BTU PRICE$0.26$0.32$0.41$0.51$0.62$0.77$0.90$1.02$1.22$1.43$1.62$1.89$2.19$0.27$0.36$0.45$0.57$0.70$0.83$0.95$1.10$1.34$1.61$1.90$2.18$2.48
PutsExpensive2.00×
CallsExpensive3.10×
SkewBullish-5.53 pp
Implied moveBearish±$1.84
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.03131.3%12.6%18.94123.4%9.7%
25Δ22.42121.0%9.9%19.32120.7%8.3%
30Δ22.06122.3%8.7%19.66119.2%7.1%
35Δ21.73121.9%7.5%19.95120.4%6.3%
40Δ21.41123.0%6.5%20.24121.1%5.5%
45Δ21.13127.8%5.9%20.53121.3%4.7%
50Δ20.83128.4%5.1%20.80117.9%4.0%
55Δ20.53125.7%4.2%21.09116.9%3.3%
60Δ20.21129.9%3.6%21.41122.3%2.9%
65Δ19.89132.9%3.1%21.77126.6%2.5%
70Δ19.57132.0%2.5%22.15128.8%2.1%
75Δ19.19133.8%2.0%22.53128.5%1.6%
80Δ18.80134.5%1.5%22.92125.6%1.2%

20Δ

Calls
Pseudo strike
23.03
IV
131.3%
B/E move
12.6%
Puts
Pseudo strike
18.94
IV
123.4%
B/E move
9.7%

25Δ

Calls
Pseudo strike
22.42
IV
121.0%
B/E move
9.9%
Puts
Pseudo strike
19.32
IV
120.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
22.06
IV
122.3%
B/E move
8.7%
Puts
Pseudo strike
19.66
IV
119.2%
B/E move
7.1%

35Δ

Calls
Pseudo strike
21.73
IV
121.9%
B/E move
7.5%
Puts
Pseudo strike
19.95
IV
120.4%
B/E move
6.3%

40Δ

Calls
Pseudo strike
21.41
IV
123.0%
B/E move
6.5%
Puts
Pseudo strike
20.24
IV
121.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
21.13
IV
127.8%
B/E move
5.9%
Puts
Pseudo strike
20.53
IV
121.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
20.83
IV
128.4%
B/E move
5.1%
Puts
Pseudo strike
20.80
IV
117.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
20.53
IV
125.7%
B/E move
4.2%
Puts
Pseudo strike
21.09
IV
116.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
20.21
IV
129.9%
B/E move
3.6%
Puts
Pseudo strike
21.41
IV
122.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
19.89
IV
132.9%
B/E move
3.1%
Puts
Pseudo strike
21.77
IV
126.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
19.57
IV
132.0%
B/E move
2.5%
Puts
Pseudo strike
22.15
IV
128.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
19.19
IV
133.8%
B/E move
2.0%
Puts
Pseudo strike
22.53
IV
128.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
18.80
IV
134.5%
B/E move
1.5%
Puts
Pseudo strike
22.92
IV
125.6%
B/E move
1.2%

Options history

IV · four-Friday blend72.53%
Daily close
BTU47.0%60.7%74.4%2026-08-05: 62.51%2026-08-06: 60.11%2026-08-07: 53.97%2026-08-10: 56.29%2026-08-11: 57.03%2026-08-12: 55.23%2026-08-13: 57.40%2026-08-14: 50.01%2026-08-17: 52.75%2026-08-18: 51.52%2026-08-19: 49.35%2026-08-20: 55.97%2026-08-21: 50.28%2026-08-24: 55.79%2026-08-25: 50.76%2026-08-26: 51.06%2026-08-27: 56.20%2026-08-28: 50.57%2026-08-31: 53.55%2026-09-01: 52.45%2026-09-02: 48.86%2026-09-03: 52.35%2026-09-04: 50.41%2026-09-08: 54.23%2026-09-09: 57.38%2026-09-10: 57.98%2026-09-11: 50.66%2026-09-14: 53.14%2026-09-15: 55.90%2026-09-16: 56.89%2026-09-17: 54.90%2026-09-18: 50.46%2026-09-21: 53.12%2026-09-22: 55.20%2026-09-23: 53.61%2026-09-24: 56.48%2026-09-25: 51.73%2026-09-28: 53.39%2026-09-29: 54.27%2026-09-30: 55.59%2026-10-01: 56.48%2026-10-02: 51.03%2026-10-05: 54.00%2026-10-06: 52.38%2026-10-07: 52.98%2026-10-08: 52.49%2026-10-09: 52.54%2026-10-12: 57.44%2026-10-13: 55.62%2026-10-14: 61.03%2026-10-15: 59.72%2026-10-16: 58.28%2026-10-19: 62.46%2026-10-20: 59.36%2026-10-21: 61.61%2026-10-22: 66.08%2026-10-23: 62.06%2026-10-26: 65.38%2026-10-27: 67.43%2026-10-28: 66.93%2026-10-29: 71.99%2026-10-30: 72.53%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
62.51%
60.11%
53.97%
56.29%
57.03%
55.23%
57.40%
50.01%
52.75%
51.52%
49.35%
55.97%
50.28%
55.79%
50.76%
51.06%
56.20%
50.57%
53.55%
52.45%
48.86%
52.35%
50.41%
54.23%
57.38%
57.98%
50.66%
53.14%
55.90%
56.89%
54.90%
50.46%
53.12%
55.20%
53.61%
56.48%
51.73%
53.39%
54.27%
55.59%
56.48%
51.03%
54.00%
52.38%
52.98%
52.49%
52.54%
57.44%
55.62%
61.03%
59.72%
58.28%
62.46%
59.36%
61.61%
66.08%
62.06%
65.38%
67.43%
66.93%
71.99%
72.53%