Apply a mulch and water more often.

Give it some shade, keep the soil moist but not wet. Light mulch several inches from the stems. Peonies are the same as any perennial--when they're transplanted during summer they will wilt, need time to get their feeder roots established.

Shade and water. It would have been better to plant in the fall. That being said, ultimately, it will be ok. This summer's heat is wreaking havoc on new plantings. Water when it looks this way, late in the evening or early in the am.

Thank you all! Watered it more and it bounced back (except with some crispy leaves). Totally get why planting in the summer is a bad idea now.