Peabody Energy Corporation (BTU) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Peabody Energy Corporation (BTU) operates in the Energy sector, specifically the Coal industry, with a market capitalization near $2.93B, listed on NYSE, employing roughly 5,600 people, carrying a beta of 0.34 to the broader market. Peabody Energy Corporation engages in coal mining business in the United States, Japan, Taiwan, Australia, India, Indonesia, China, Vietnam, South Korea, and internationally. Led by James C. Grech, public since 2017-04-03.
Snapshot as of May 15, 2026.
- Spot Price
- $23.94
- ATM IV
- 58.5%
- HV 20-Day
- 39.5%
- HV 60-Day
- 60.2%
- IV Rank
- 33.5%
- IV Percentile
- 35.3%
As of May 15, 2026, Peabody Energy Corporation (BTU) ATM implied volatility is 58.5%. 20-day realized volatility is 39.5%, producing an IV-HV spread of +19.0 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 33.5%.
How BTU iv/hv history Data Feeds Strategy Selection
Strategy selection on Peabody Energy Corporation options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 58.5% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
BTU highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $45.00 | Sep 18, 2026 | 0 | 22.2K | 58.1% | $0.01 | $0.35 |
| CALL | $20.00 | Jan 15, 2027 | 1.7K | 1.3K | 61.9% | $6.55 | $7.80 |
| CALL | $20.00 | Jan 15, 2027 | 1.7K | 1.3K | 61.9% | $6.55 | $7.80 |
Top 3 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked BTU iv/hv history questions
- Is BTU options pricing rich or cheap right now?
- As of May 15, 2026, Peabody Energy Corporation (BTU) ATM IV is 58.5% against 20-day realized volatility of 39.5%. IV rank is 33.5%. BTU options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 19.0 vol points.
- What is the BTU variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. BTU is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does BTU IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. BTU's current rank of 33.5% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.