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FDA Dents Bullish Options Hopes on Valeant Pharmaceuticals Intl Inc (VRX)

A letter from the FDA has Valeant Pharmaceuticals Intl Inc (VRX) stock dropping

Jul 22, 2016 at 10:10 AM
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Valeant Pharmaceuticals Intl Inc (NYSE:VRX) is falling after a U.S. Food and Drug Administration (FDA) letter expressed concerns over the company's manufacturing practices for its glaucoma eye drops. So far, the drug stock has dropped 3.3% at $23.68, adding to its long-term technical woes. Suffice it to say, VRX shareholders aren't happy, nor are recent bullish options traders.

At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open twice as many calls as puts during the last 10 weeks. What's more, the resultant call/put volume ratio of 2.13 is just 1 point shy of an annual high. Underscoring this call-skew, VRX's Schaeffer's put/call open interest ratio (SOIR) registers at 0.79 -- below 91% of all comparable readings taken in the prior year.

That's not to say all call players are necessarily bullish. After all, short interest popped 15.2% over the last two reporting periods, and accounts for nearly one-tenth of VRX's total float. So, it's possible short sellers have been hedging their bearish bets with protective call options. At the same time, if "vanilla" bulls do decide to hit the exits, this could exacerbate selling pressure on VRX -- which was recently described as an "obvious zero" by one high-profile short.

Elsewhere on the Street, analysts are very skeptical of the drug stock. In fact, 11 of 15 brokerage firms have doled out "hold" or worse ratings. At the same time, VRX's consensus 12-month price target of $42.89 resides well above current levels, potentially setting the stage for price-target reductions.

As we've alluded to multiple times, Valeant Pharmaceuticals Intl Inc (NYSE:VRX) has underperformed badly on the charts. It's hard to believe, but the stock was trading above $250 this time last year, meaning it's lost over 90% of its value. Meanwhile, on a relative-strength basis, the shares have lagged the broader S&P 500 Index (SPX) by roughly 32 percentage points over the past three months.

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