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Peabody Energy Corporation BTU

ENERGY · THERMAL COAL
i

Market dataready · fetched 2026-11-07T02:31:53.695Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:40:55.07737984Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T02:31:53.244744+00:00

Share price$16.19
1D-0.2%
AH$15.67$15.88$16.09$16.29$16.505:30 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$0.12$0.49$0.87$1.25$1.63$12.20$14.96$17.72$20.48$23.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTU spot · $16.19BTU PRICE$0.16$0.21$0.26$0.33$0.39$0.45$0.50$0.55$0.65$0.84$1.03$1.20$1.37$0.18$0.25$0.33$0.41$0.50$0.59$0.70$0.81$0.97$1.13$1.25$1.36$1.52
PutsCheap0.54×
CallsCheap0.80×
SkewBearish+7.85 pp
Implied moveBearish±$1.20
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.5765.6%9.5%15.0566.9%8.1%
25Δ17.2964.5%8.1%15.2569.5%7.4%
30Δ17.0463.9%6.9%15.4572.0%6.6%
35Δ16.8463.8%6.0%15.6672.6%5.8%
40Δ16.6463.9%5.2%15.8772.7%5.0%
45Δ16.4562.9%4.4%16.0872.7%4.3%
50Δ16.2859.2%3.7%16.2972.7%3.7%
55Δ16.1155.5%2.9%16.4972.6%3.1%
60Δ15.9255.6%2.3%16.7273.8%2.7%
65Δ15.7062.3%2.2%16.9675.0%2.2%
70Δ15.4868.6%2.0%17.1572.0%1.8%
75Δ15.2569.0%1.6%17.3468.1%1.3%
80Δ15.0169.3%1.2%17.5765.5%0.9%

20Δ

Calls
Pseudo strike
17.57
IV
65.6%
B/E move
9.5%
Puts
Pseudo strike
15.05
IV
66.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
17.29
IV
64.5%
B/E move
8.1%
Puts
Pseudo strike
15.25
IV
69.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
17.04
IV
63.9%
B/E move
6.9%
Puts
Pseudo strike
15.45
IV
72.0%
B/E move
6.6%

35Δ

Calls
Pseudo strike
16.84
IV
63.8%
B/E move
6.0%
Puts
Pseudo strike
15.66
IV
72.6%
B/E move
5.8%

40Δ

Calls
Pseudo strike
16.64
IV
63.9%
B/E move
5.2%
Puts
Pseudo strike
15.87
IV
72.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
16.45
IV
62.9%
B/E move
4.4%
Puts
Pseudo strike
16.08
IV
72.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
16.28
IV
59.2%
B/E move
3.7%
Puts
Pseudo strike
16.29
IV
72.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
16.11
IV
55.5%
B/E move
2.9%
Puts
Pseudo strike
16.49
IV
72.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
15.92
IV
55.6%
B/E move
2.3%
Puts
Pseudo strike
16.72
IV
73.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
15.70
IV
62.3%
B/E move
2.2%
Puts
Pseudo strike
16.96
IV
75.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
15.48
IV
68.6%
B/E move
2.0%
Puts
Pseudo strike
17.15
IV
72.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
15.25
IV
69.0%
B/E move
1.6%
Puts
Pseudo strike
17.34
IV
68.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.01
IV
69.3%
B/E move
1.2%
Puts
Pseudo strike
17.57
IV
65.5%
B/E move
0.9%

Options history

IV · four-Friday blend72.53%
Daily close
BTU47.0%60.7%74.4%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%