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Predatory Pricing Charge Punishes Valeant Pharmaceuticals Intl Inc (VRX)

Valeant Pharmaceuticals Intl Inc (VRX) is again being accused of overcharging for drugs

Mar 28, 2016 at 1:34 PM
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Valeant Pharmaceuticals Intl Inc (NYSE:VRX) is diving on the latest accusations of predatory pricing. This time around, investors in Sprout have accused the drugmaker of failing to successfully commercialize the female libido pill by charging two times what market research determined would be an appropriate price. As such, VRX is down 7.8%, which should come as a welcome development for at least one group of options bears.

One of the most active VRX strikes during the past two weeks has been the May 27.50 put, where roughly 27,500 contracts have been added to open interest. Based on data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the majority of these positions have been bought to open, suggesting the traders expect even more downside by back-month expiration, at the close on Friday, May 20. However, even if VRX remains above the strike throughout the option's lifetime, these buyers risk forfeiting no more than the initial premium paid.

While a number of short-term traders have been targeting calls, VRX's Schaeffer's put/call open interest ratio (SOIR) of 1.14 reveals a prevailing bias toward puts, on an absolute basis. For comparison's sake, two weeks ago, the SOIR was 1.01, with put and call open interest roughly even among options with a shelf-life of three months or less.

The interest in puts makes sense in light of Valeant Pharmaceuticals Intl Inc's (NYSE:VRX) long-term technical struggles. The stock settled 2015 in triple-digit territory, but is now hovering around $28.66. Last week, in fact, VRX hit a five-year low of $25.99.

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