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Valeant Pharmaceuticals Intl Inc's (VRX) Bad Week Just Got Worse

Valeant Pharmaceuticals Intl Inc (VRX) still has plenty of fans, despite fundamental and technical woes

Mar 3, 2016 at 11:10 AM
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It's been a rough few days for Valeant Pharmaceuticals Intl Inc (NYSE:VRX). The stock has shed almost 18% this week, after the company delayed its earnings release, confessed to a subpoena from the Securities and Exchange Commission (SEC), and was slapped with a subsequent round of bearish analyst attention. It's more of the same today, with Valeant shares down 1.6% at $66.42, as traders react to a notable executive departure. However, there could be more room for VRX to fall, should bullish holdouts abandon ship.

The stock's Schaeffer's put/call open interest ratio (SOIR) of 0.96 is higher than just 9% of all other readings from the past year. In other words, near-term option traders have rarely been so call-heavy. In fact, VRX call open interest just hit an annual high, with more than 384,000 contracts in residence. 

Near-term traders have been paying up for VRX options, too. The stock's Schaeffer's Volatility Index (SVI) of 94% sits in the 66th percentile of its annual range, pointing to relatively inflated volatility expectations.

Meanwhile, nine out of 17 analysts maintain a "strong buy" opinion of VRX. Likewise, the average 12-month price target of $142.25 is more than double the stock's current price. Another wave of downgrades and/or price-target cuts could exacerbate selling pressure on VRX.

Over the past year, Valeant Pharmaceuticals Intl Inc (NYSE:VRX) has shed more than two-thirds of its value, and on Tuesday touched a two-year low of $59.87. The company has been embroiled in scandal since a damning Citron Research report in September, so it's not surprising that some traders are skeptical that Deb Jorn, executive vice president and group chairman, departed for "personal reasons." 

 

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