VRX
$16.35
Valeant Pharmaceuticals Intl
($.05)
(.30%)

Option Analysis for Valeant Pharmaceuticals Intl

4.0%
Options
24.2%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, March 03, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-7.6%
$5.11
10.0
10.0
$10.00
32.0
10.0
$0.05
39.1%
-5.8%
$4.90
5.0
15.0
$10.50
55.0
9.0
$0.10
36.4%
-8.1%
$3.03
8.0
8.0
$12.00
587.0
19.0
$0.10
27.2%
-0.3%
$3.80
15.0
625.0
$12.50
3,652.0
20.0
$0.14
24.4%
0.9%
$3.50
3.0
15.0
$13.00
646.0
129.0
$0.18
21.6%
1.8%
$3.15
5.0
488.0
$13.50
617.0
153.0
$0.22
18.8%
2.9%
$2.82
25.0
507.0
$14.00
3,603.0
179.0
$0.30
16.2%
4.0%
$2.50
4.0
465.0
$14.50
757.0
175.0
$0.42
13.9%
3.6%
$1.94
57.0
2,293.0
$15.00
3,073.0
549.0
$0.56
11.7%
6.0%
$1.83
2.0
1,340.0
$15.50
1,121.0
2,726.0
$0.74
9.7%
6.1%
$1.34
439.0
2,548.0
$16.00
739.0
130.0
$0.94
7.9%
7.5%
$1.08
174.0
1,380.0
$16.50
285.0
36.0
$1.20
6.4%
9.4%
$0.88
783.0
1,980.0
$17.00
320.0
35.0
$1.43
4.8%
11.3%
$0.70
273.0
3,378.0
$17.50
177.0
76.0
$1.76
3.7%
13.6%
$0.57
305.0
1,295.0
$18.00
468.0
3.0
$2.09
2.7%
16.1%
$0.49
77.0
263.0
$18.50
10.0
8.0
$2.55
2.4%
18.6%
$0.39
67.0
3,087.0
$19.00
3.0
1.0
$4.35
10.4%
21.1%
$0.30
38.0
117.0
$19.50
30.0
30.0
$4.73
9.7%
23.9%
$0.25
216.0
930.0
$20.00
83.0
1.0
$3.65
0.0%
Option Activity Ahead of Earnings