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Ackman Remarks Send Valeant Pharmaceuticals Intl Inc (VRX) Soaring

Valeant Pharmaceuticals Intl Inc (VRX) has shot higher on upbeat comments from hedge fund manager Bill Ackman

Apr 6, 2016 at 3:27 PM
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Valeant Pharmaceuticals Intl Inc (NYSE:VRX) is exploding after Pershing Square's Bill Ackman said the drugmaker could find a new CEO in weeks -- a much shorter time frame than originally expected. Ackman added the stock will become "investable" again once its annual report is filed, and he expects his hedge fund will recover the "lion's share" of its investment in VRX over time. At last check, the shares have surged over 18.4% to trade at $34.03, and overall options volume comes in at roughly two times the expected intraday rate.

Long-term, of course, VRX has gotten a beat-down. Pershing Square started buying the stock last February when it was trading around $161 per share. Since then, it's lost 79% of its value. While today's gains have helped stop the bleeding, the shares are now approaching a potential layer of resistance in the form of their 20-day moving average -- which hasn't been cleared on a daily closing basis since mid-February.

Pressuring the stock over the past few months are a number of fundamental follies, including a cease-trade order out of Canada and credit woes. More notoriously, VRX has been accused of predatory pricing practices, which which came into focus last October in a Citron Research short-seller report.

In recent months, however, options traders have expressed optimism. Specifically, during the past 50 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculators have bought to open 1.38 VRX calls for each put. The corresponding call/put volume ratio ranks in the high 70th percentile of its annual range.

Underscoring this call bias is Valeant Pharmaceuticals Intl Inc's (NYSE:VRX) Schaeffer's put/call open interest ratio (SOIR) of 1.09. While tilted toward puts on an absolute basis, the SOIR ranks in the bottom quartile of its annual range -- suggesting open interest among options expiring in the next three months is less put-skewed than usual.

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