How often does Peabody Energy move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

BTUNYSEBituminous Coal & Lignite Surface Mining

Peabody Energy Corp (BTU) earnings date, market-implied expected move, and options open interest by expiry

15.89

−1.13 · −6.66%

Regular session12:30 ET

Open17.11Volume2.2MMkt cap$2.5BEPS-1.49Div yield1.45%

Day15.90 – 17.150%52-wk20.00 – 40.880%

BTU

Peabody Energy Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 4

before open · in 91 days

est.Q4 FY26

Calendar

Next report

Last report

−17.62%

vs ±7.6% implied · ×2.32

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+3.84%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

328 managers

Top fund weight

0.09%

BTU weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Peabody Energy (BTU) is expected to report on Feb 4 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±7.4%
avg realized: ±7.9%

Feb 6 '25Feb 6 '25confirmed±6.0%▼−9.07%×1.51

May 6 '25May 6 '25confirmed±7.3%▲+9.53%×1.30

Jul 31 '25Jul 31 '25confirmed±8.1%▲+4.73%×0.58

Q3 FY25Oct 30 '25confirmed±7.0%▼−4.19%×0.60

Feb 5 '26Feb 5 '26confirmed±8.9%▼−2.20%×0.25

Q1 FY26May 5 '26confirmed±7.3%▼−5.73%×0.79

Q2 FY26Jul 29 '26confirmed±7.0%▼−10.41%×1.49

Nov 4 '26Nov 4 '26confirmed±7.6%▼−17.62%×2.32

quarterimplied−20%0+20%realized×

Nov '26±7.6%▼−17.62%×2.32

Q2 FY26±7.0%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Nov 3 close

0.47OI · 8 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

5 nearer expiries

1,561+48%Nov 61d1.211,293+93%1.21

513+38%Nov 138d0.75684+3%0.75

3,5540%Nov 2015d0.844,227+1%0.84

140+7%Nov 2722d1.251120%1.25

25+150%Dec 429d0.6638+41%0.66

21,090+11%Dec 1843d2.488,518+11%2.48

28,0200%Jan 1571d0.8931,5910%0.89

report · Feb 4 · before open · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 61d1,561+48%1,293+93%1.21

Nov 138d513+38%684+3%0.75

Nov 2015d3,5540%4,227

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−8.59%as filednet margin · revenue +3.07% QoQ · +12.71% YoY

Revenue$1.0B+3.07%

Gross profit$50M4.94%−94.90%

Operating income−$95M−9.49%−115.38%

Pre-tax income−$123M−196.86%

Net income−$86M−8.59%−236.72%

Cost of revenue$954M—

Operating expenses$145M−85.77%

Tax−$37M−131.25%

Other expense−$28M−1089.29%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:15 ET

Intraday

Event sensitivity

NFP ×1.21· ±2.8% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.8%6 of 10×1.21

CPROFcorporate profits±2.8%6 of 12×1.18

CPIconsumer prices±2.7%6 of 10×1.15

PPIproducer prices±2.6%3 of 10×1.11

PCEpersonal income & outlays±2.6%7 of 19×1.08

GDPgross domestic product±2.5%8 of 19×1.05

FOMCrate decision±2.1%10 of 24×0.90

Bar = avg |move| to ±3% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS -0.74 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	-0.74	—
Q1 FY26	May 5 '26 · confirmed	-0.27	—
Q3 FY25	Oct 30 '25 · confirmed	-0.58	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod