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Salix Setback Sends Options Traders to Valeant Pharmaceuticals Intl Inc (VRX)

It appears Valeant Pharmaceuticals Intl Inc (VRX) won't be selling Salix to Takeda, after all

Nov 30, 2016 at 11:57 AM
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Valeant Pharmaceuticals Intl Inc (NYSE:VRX) is tumbling once more, down 8.7% at $15.67 and on the short-sale restricted list. Sparking the selloff are reports that the drugmaker's talks to sell Salix to Takeda have broken down. Amid the fundamental and technical setbacks, options volume on VRX is at nearly double the expected intraday rate.

By the numbers, nearly 93,000 options are on the tape so far, putting intraday volume in the 92nd annual percentile. From the looks of it, the December 15 put may be seeing buy-to-open activity, as bearish traders target more downside for VRX through the close on Friday, Dec. 16, when front-month options expire. Conversely, it looks like one speculator just scooped up several blocks of December 18 calls, expecting a strong rebound over the next three weeks.

Historically speaking, calls have been the options of choice among Valeant traders. Over the last 10 weeks, speculators have bought to open 2.03 calls for every put at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) -- ranking in the bullishly skewed 80th annual percentile. Not to mention, VRX's Schaeffer's put/call open interest ratio (SOIR) of 0.63 sits below 97% of all readings from the past year.

Despite the popularity of calls, not everyone on Wall Street is so confident in the pharmaceutical stock. For one, almost 10% of VRX's total float is sold short. For another, 11 of 14 analysts rate the shares a "hold" or a "strong sell."

Honestly, it's hard to argue with the skeptics. Valeant Pharmaceuticals Intl Inc (NYSE:VRX) stock ended 2015 in triple-digit territory, but currently isn't that far from single digits. More specifically, the shares are sitting on a year-to-date loss of 84.6%, and recent attempts to close their early November bear gap have come up short.

Schaeffer's Expiration Week Countdown subscribers just made 24% GAINS on Valeant (VRX) puts! Sign up now for a trial subscription.

 

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