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Peabody Energy Corporation BTU 17.41 0.5 2.96%
Expected move
November 12, 2026 close · $17.39| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.6% ±$0.45 | $16.95 – $17.84 | $16.86 – $17.93 | $16.44 – $18.35 |
| 2 sessions | ±3.6% ±$0.62 | $16.77 – $18.01 | $16.64 – $18.14 | $16.06 – $18.73 |
| 3 sessions | ±4.5% ±$0.78 | $16.61 – $18.17 | $16.46 – $18.32 | $15.73 – $19.05 |
| 1 week | ±5.7% ±$0.99 | $16.40 – $18.38 | $16.18 – $18.60 | $15.28 – $19.50 |
| 2 weeks | ±8.2% ±$1.42 | $15.97 – $18.81 | $15.64 – $19.15 | $14.36 – $20.42 |
| 3 weeks | ±9.2% ±$1.59 | $15.80 – $18.98 | $15.41 – $19.37 | $14.02 – $20.76 |
| 1 month | ±11.3% ±$1.97 | $15.43 – $19.36 | $14.94 – $19.84 | $13.22 – $21.56 |
Earnings: priced against what happened
Average implied move
±8.43%
Average actual move
8.15%
Beyond the implied move
3 / 6
Median IV change
-6.89%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 04, 2026 | ±9.00% | -17.62% | 1.96× | — |
| May 05, 2026 | ±8.45% | -5.73% | 0.68× | — |
| February 05, 2026 | ±9.18% | -2.20% | 0.24× | — |
| July 31, 2025 | ±8.07% | +4.73% | 0.59× | 71.8% → 67.0% |
| May 06, 2025 | ±9.02% | +9.53% | 1.06× | 77.0% → 71.7% |
| February 06, 2025 | ±6.84% | -9.07% | 1.33× | 60.9% → 49.4% |