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Peabody Energy Corp BTU

ENERGY · THERMAL COAL
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Market dataready · fetched 2026-10-15T20:36:25.102Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001932892Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:18.112723+00:00

Share price$24.02
1D+2.4%
AH$23.23$23.46$23.70$23.93$24.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTU
Sold putSold callAH

Peabody Energy Corp options

Live interpolated BTU call and put midpoint premiums by absolute delta.Peabody Energy Corp$0.03$0.75$1.48$2.20$2.93$20.76$22.49$24.22$25.95$27.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.02OPTION PRICELive BTU spot · $24.02BTU PRICE$0.11$0.14$0.18$0.22$0.26$0.30$0.34$0.40$0.45$0.51$0.56$0.62$0.67$0.15$0.19$0.22$0.24$0.26$0.27$0.33$0.46$0.59$0.72$1.54$1.22$2.72
PutsCheap0.48×
CallsCheap0.29×
SkewBearish+30.93 pp
Implied moveBalanced±$0.68
TiltBearish30.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9078.0%4.1%22.96107.2%5.1%
25Δ24.7276.4%3.5%23.20100.9%4.2%
30Δ24.5574.8%2.9%23.4591.4%3.3%
35Δ24.4173.5%2.5%23.6182.4%2.7%
40Δ24.2972.3%2.2%23.7673.5%2.2%
45Δ24.1771.1%1.9%23.9164.7%1.6%
50Δ24.0470.0%1.5%24.0562.3%1.2%
55Δ23.9368.3%1.3%24.2071.0%1.2%
60Δ23.8366.4%1.1%24.3479.7%1.1%
65Δ23.7364.5%0.9%24.4988.4%1.0%
70Δ23.6362.6%0.7%25.22155.9%1.4%
75Δ23.5260.7%0.5%25.04113.0%0.9%
80Δ23.4258.8%0.3%26.47209.2%1.1%

20Δ

Calls
Pseudo strike
24.90
IV
78.0%
B/E move
4.1%
Puts
Pseudo strike
22.96
IV
107.2%
B/E move
5.1%

25Δ

Calls
Pseudo strike
24.72
IV
76.4%
B/E move
3.5%
Puts
Pseudo strike
23.20
IV
100.9%
B/E move
4.2%

30Δ

Calls
Pseudo strike
24.55
IV
74.8%
B/E move
2.9%
Puts
Pseudo strike
23.45
IV
91.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
24.41
IV
73.5%
B/E move
2.5%
Puts
Pseudo strike
23.61
IV
82.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
24.29
IV
72.3%
B/E move
2.2%
Puts
Pseudo strike
23.76
IV
73.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
24.17
IV
71.1%
B/E move
1.9%
Puts
Pseudo strike
23.91
IV
64.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
24.04
IV
70.0%
B/E move
1.5%
Puts
Pseudo strike
24.05
IV
62.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
23.93
IV
68.3%
B/E move
1.3%
Puts
Pseudo strike
24.20
IV
71.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
23.83
IV
66.4%
B/E move
1.1%
Puts
Pseudo strike
24.34
IV
79.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
23.73
IV
64.5%
B/E move
0.9%
Puts
Pseudo strike
24.49
IV
88.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
23.63
IV
62.6%
B/E move
0.7%
Puts
Pseudo strike
25.22
IV
155.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
23.52
IV
60.7%
B/E move
0.5%
Puts
Pseudo strike
25.04
IV
113.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
23.42
IV
58.8%
B/E move
0.3%
Puts
Pseudo strike
26.47
IV
209.2%
B/E move
1.1%