Unfortunately you have disturbed the peony by planting it when the buds were getting ready to open. This is a typical response. It looks like there are a couple of more buds on it, and they may bloom, but don't be shocked if they don't.
I always let a potted peony open its blooms while in the pot, and then either plant it in the ground or hold it in the pot until Fall. It would have been nice if the nursery had given you this advice.