I was not joking about scarce fern leaf peonies. Klehm's Song Sparrow has the double red for $60. I paid $45 last year for one from HSFF. Single red was $28.99 in 2009.
Unless there is a special reason for an early dig, they should not be disturbed until the leaves die, usually in or about July. This gives time for new roots to mature. I have dug early but it is best to wait.