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Fraud Accusations Spark Bearish Betting on Valeant Pharmaceuticals Intl Inc (VRX)

T. Rowe Price Group Inc (NASDAQ:TROW) has filed a lawsuit against Valeant Pharmaceuticals Intl Inc (NYSE:VRX)

Aug 18, 2016 at 2:33 PM
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Embattled biotech Valeant Pharmaceuticals Intl Inc (NYSE:VRX) is making headlines once again, amid reports T. Rowe Price Group Inc (NASDAQ:TROW) is suing the firm for deceptive tactics, saying its "growth by acquisition strategy" exposed investors to "massive risks." While the stock had initially ticked higher out of the gate on news the firm received consent for an amended credit facility, VRX stock was last seen trading 4% lower at $28.81, and its options pits were on fire.

Drilling down, about 142,000 call options and 90,000 put options have traded on VRX thus far -- two times what's typically seen at this point in the day. Most active is VRX's August 29 put, where it looks like some of the activity may be of the buy-to-open kind. If this is the case, the goal is for VRX to widen its decline south of the strike through tomorrow's close, when the front-month series expires.

Widening the sentiment scope points to a withstanding bearish bias in VRX's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio of 0.78 ranks in the 62nd annual percentile. In other words, puts have been bought to open over calls at an accelerated clip in recent weeks.

Diving deeper, the security's October 15 put has seen the biggest rise in open interest over this time frame, with more than 11,000 contracts added. According to the major options exchanges, these puts were bought to open, meaning traders are eyeing a drop to six-year lows over the next two months. Given the deep out-of-the-money status of these puts, it's also probable that this activity is a result of shareholders protecting their portfolios against additional losses.

Regardless, this skepticism is seen elsewhere on Wall Street. Despite receiving a rare bullish brokerage note yesterday -- and a price-target hike to $33 from $31 at Canaccord Genuity earlier -- nearly three-quarters of those covering the shares maintain a "hold" or "strong sell" rating. Plus, a healthy 10% of VRX's float is sold short.

Technically, the stock's fall from grace has been well-documented, with shares of Valeant Pharmaceuticals Intl Inc (NYSE:VRX) off 88% year-over-year. In fact, VRX topped out at a record high of $263.81 in August of last year -- and hit a six-year low of $18.55 on June 27.

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