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VALEANT PHARMACEUTICALS INTL INC T.VRX

"Valeant Pharmaceuticals is a global specialty pharmaceutical firm with a focus on branded products for the dermatology, gastrointestinal, and ophthalmology markets. The firm also has a branded generics business that operates primarily in Latin America, Eastern Europe, and Asia."


TSX:VRX - Post by User

Post by puma1on Feb 22, 2016 3:49pm
102 Views
Post# 24582888

options are bullish

options are bullishbased on below - the calls are pretty much 2 to 1 over puts:

Drilling down, there's been a predominant interest in calls over puts over the past 10 weeks. VRX's 50-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is 1.72. Not only does this tell us that almost two calls have been bought to open for every put, but this reading lands in the 89th percentile of its annual range, meaning this is an unusual bullish skew.

Further illustrating this point is the open interest breakdown on VRX. Calls account for seven of the pharmaceutical stock's 10 top open interest positions. Also, VRX's put/call ratio(SOIR) comes in at 0.85 -- an annual low. To put it simply, short-term speculators are more call-skewed than they've been at any other point over the past 12 months. 

In today's trading, calls are crossing at roughly twice the average clip, and traders may be opening bullish positions at the March 130 call. If this is the case, it means they expect VRX to gain over 64% to topple $130 by the close on Friday, March 18, when the front-month options expire.

As mentioned, however, the shares are prone to making larg moves proven by their Schaeffer's Volatility Scorecard (SVS). This reading of 93 points to VRX's tendency to make much larger-than-expected moves during the past year, compared to what the options market prices in. Additionally, the firm is tentatively slated to unveil its quarterly earnings report this week, meaning it could see a big post-earnings swing.

Options traders aren't alone in their optimism, though, as analysts' outlooks remain extremely bullish. For one, nine of the 14 brokerage firms that cover Valeant Pharmaceuticals Intl Inc (NYSE:VRX) say it's a "strong buy," and zero deem it a "sell." Moreover, the stock's average 12-month price target of $156.36 stands at almost double current levels


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