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Peabody Energy BTU (news,
chart,
quote) - BTU Option implied Volatility at 40 on possible addition to S&P 500
BTU is a potential candidate to replace CPN in the S&P 500 if CPN is deleted from the index. BTU December option implied volatility of 40 is at the low end of its 26-week range. Below average option implied volatility suggests decreasing price fluctuations or risk.
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