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Peabody Energy Corporation (BTU) Option Bear Throws Down $1 Million

Peabody Energy Corporation (NYSE:BTU) is soaring today, but one option trader doesn't think the momentum will continue

Mar 10, 2016 at 3:30 PM
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It's another big day for Peabody Energy Corporation (NYSE:BTU), which has jumped 7% to trade at $6.30. Thanks in part to yesterday's 30% rally -- which temporarily halted trading on the coal stock -- the shares of BTU are up 86% week-to-date. It looks as if option traders are calling bluff on this long-term laggard's positive price action, though, with puts crossing the tape at nine times the average intraday rate.

By the numbers, roughly 59,000 puts have changed hands, compared to an average daily rate of 7,234. Amid this accelerated volume, BTU's 30-day at-the-money implied volatility has jumped to 298.6% -- a 52-week peak. A healthy portion of the activity is centered at the equity's weekly 4/22 3-strike put, where it seems safe to assume new positions are being purchased.

Specifically, it looks as if one speculator bought to open a block of 9,925 weekly 4/22 3-strike puts for an initial cash outlay of about $1.1 million. This is the most the speculator stands to lose, should BTU settle north of $3 at the close on Friday, April 22 -- when the weekly options expire. Meanwhile, her profit will begin to accumulate on a move south of $3 over the next six weeks.

As indicated, BTU has struggled on the charts for some time now, with the shares down 92% year-over-year. What's more, Peabody Energy Corporation's (NYSE:BTU) positive price action is being contained by its descending 120-day moving average -- a trendline not conquered on a daily closing basis since August 2014. As such, it's entirely possible that today's put buying is a result of shareholders protecting the paper profits they've collected during this recent burst higher.

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