IntraAlpha
Create free account Start free

Peabody Energy Corp BTU

ENERGY · THERMAL COAL
i

Market dataready · fetched 2026-10-16T00:18:47.800Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:37.729037033Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:51.212754+00:00

Share price$23.55
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$0.38$1.57$2.77$3.96$5.16$17.02$20.52$24.01$27.51$31.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTU spot · $23.55BTU PRICE$0.51$0.67$0.88$1.03$1.25$1.50$1.79$2.07$2.38$2.89$3.29$3.79$4.81$0.51$0.68$0.88$1.09$1.29$1.53$1.78$2.07$2.36$2.63$2.90$3.08$3.25
PutsCheap0.75×
CallsFair1.01×
SkewBullish-17.97 pp
Implied moveBalanced±$3.56
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.9868.4%25.2%20.6856.2%14.4%
25Δ27.8466.7%21.0%21.3255.9%12.4%
30Δ27.1469.3%19.0%21.8856.6%10.8%
35Δ26.1966.3%15.6%22.4256.1%9.4%
40Δ25.4766.1%13.4%22.9755.2%8.0%
45Δ24.8267.1%11.8%23.4854.6%6.8%
50Δ24.2068.6%10.3%23.9853.9%5.7%
55Δ23.5668.6%8.8%24.4953.3%4.8%
60Δ22.9068.6%7.4%24.9952.7%3.9%
65Δ22.2073.2%6.5%25.4550.7%3.1%
70Δ21.5273.2%5.4%25.9148.6%2.3%
75Δ20.7673.7%4.2%26.2445.0%1.7%
80Δ19.6083.6%3.7%26.5541.0%1.1%

20Δ

Calls
Pseudo strike
28.98
IV
68.4%
B/E move
25.2%
Puts
Pseudo strike
20.68
IV
56.2%
B/E move
14.4%

25Δ

Calls
Pseudo strike
27.84
IV
66.7%
B/E move
21.0%
Puts
Pseudo strike
21.32
IV
55.9%
B/E move
12.4%

30Δ

Calls
Pseudo strike
27.14
IV
69.3%
B/E move
19.0%
Puts
Pseudo strike
21.88
IV
56.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
26.19
IV
66.3%
B/E move
15.6%
Puts
Pseudo strike
22.42
IV
56.1%
B/E move
9.4%

40Δ

Calls
Pseudo strike
25.47
IV
66.1%
B/E move
13.4%
Puts
Pseudo strike
22.97
IV
55.2%
B/E move
8.0%

45Δ

Calls
Pseudo strike
24.82
IV
67.1%
B/E move
11.8%
Puts
Pseudo strike
23.48
IV
54.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
24.20
IV
68.6%
B/E move
10.3%
Puts
Pseudo strike
23.98
IV
53.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
23.56
IV
68.6%
B/E move
8.8%
Puts
Pseudo strike
24.49
IV
53.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
22.90
IV
68.6%
B/E move
7.4%
Puts
Pseudo strike
24.99
IV
52.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
22.20
IV
73.2%
B/E move
6.5%
Puts
Pseudo strike
25.45
IV
50.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
21.52
IV
73.2%
B/E move
5.4%
Puts
Pseudo strike
25.91
IV
48.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
20.76
IV
73.7%
B/E move
4.2%
Puts
Pseudo strike
26.24
IV
45.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
19.60
IV
83.6%
B/E move
3.7%
Puts
Pseudo strike
26.55
IV
41.0%
B/E move
1.1%