BTU · Expected Move

Peabody Energy Corporation

The expected move for BTU is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

BTU straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current BTU Expected Move
30-Day Straddle
$3.04
7-Day Straddle
$1.38
30-Day ATM IV
57.8%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to BTU's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
BTU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $3.04 $1.38 57.8% 50%
20261015 $3.38 $1.48 62.5% 75%
20261014 $3.26 $1.67 61.2% 55%
20261013 $3.42 $1.59 58.4% 43%
20261012 $3.49 $1.23 59.5% 48%
20261009 $3.20 $1.40 58.0% 41%
20261008 $3.21 $1.45 57.6% 40%
20261007 $3.23 $1.65 56.4% 34%
20261006 $3.44 $1.67 57.5% 39%
20261005 $3.41 $1.18 57.4% 38%
20261002 $3.11 $1.41 55.0% 28%
20261001 $3.03 $1.49 54.8% 27%
20260930 $3.12 $1.63 55.9% 32%
20260929 $3.21 $1.63 55.8% 32%
20260928 $3.37 $1.16 55.8% 32%
20260925 $2.95 $1.38 53.9% 23%
20260924 $3.02 $1.62 52.8% 18%
20260923 $3.04 $1.76 50.4% 8%
20260922 $3.29 $1.92 52.6% 18%
20260921 $3.23 $1.17 53.8% 23%
20260918 $2.82 $1.46 50.8% 10%
20260917 $3.19 $1.73 51.8% 14%
20260916 $3.22 $1.82 51.3% 12%
20260915 $3.28 $1.79 52.1% 16%
20260914 $3.38 $1.29 51.8% 14%
20260911 $3.11 $1.59 51.4% 13%
20260910 $3.46 $1.83 53.1% 20%
20260909 $3.56 $1.86 52.9% 19%
20260908 $3.69 $2.27 53.9% 23%
20260904 $3.33 $1.44 51.5% 13%
20260903 $3.14 $1.50 50.4% 8%
20260902 $3.48 $1.71 51.8% 14%
20260901 $3.50 $1.85 52.2% 16%
20260831 $3.58 $1.37 51.8% 14%
20260828 $3.23 $1.69 51.5% 10%
20260827 $3.19 $1.88 49.1% 2%
20260826 $3.04 $1.79 48.5% 0%
20260825 $3.29 $1.85 51.6% 11%
20260824 $3.50 $1.46 53.2% 16%
20260821 $3.12 $1.58 50.8% 8%
20260820 $3.06 $1.67 50.7% 8%
20260819 $3.14 $1.61 51.0% 9%
20260818 $2.83 $1.62 48.5% 0%
20260817 $3.17 $1.29 50.8% 8%
20260814 $2.85 $1.41 50.6% 7%
20260813 $2.77 $1.52 51.6% 11%
20260812 $3.13 $1.65 55.9% 26%
20260811 $3.04 $1.80 53.6% 18%
20260810 $3.07 $1.10 53.9% 19%
20260807 — — 53.2% 16%
20260806 $3.05 $1.83 58.1% 33%
20260805 $3.04 $1.86 57.8% 32%
20260804 $2.94 $1.53 56.0% 26%
20260803 $3.01 $1.21 56.5% 28%
20260731 $2.57 $1.29 54.6% 21%
20260730 $2.80 $1.51 57.6% 32%
20260729 $2.89 $1.68 60.4% 41%
20260728 $3.67 $1.91 67.1% 65%
20260727 $3.13 $1.90 59.3% 38%
20260724 $3.12 $2.01 61.3% 45%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.