VRX
$14.39
Valeant Pharmaceuticals Intl
$.05
.35%

Option Analysis for Valeant Pharmaceuticals Intl

-
Options
21.9%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, January 19, 2018
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
22.1%
$15.07
3.0
250.0
$2.50
5,973.0
68.0
$0.03
82.8%
-11.1%
$8.79
1.0
1.0
$4.00
812.0
50.0
$0.04
72.5%
-1.3%
$9.20
32.0
1,597.0
$5.00
14,932.0
35.0
$0.06
65.7%
-1.9%
$8.12
8.0
89.0
$6.00
1,985.0
150.0
$0.12
59.1%
2.2%
$7.21
4.0
1,508.0
$7.50
13,842.0
32.0
$0.18
49.1%
4.0%
$5.97
16.0
483.0
$9.00
2,188.0
10.0
$0.35
39.9%
3.1%
$4.84
11.0
11,242.0
$10.00
36,618.0
65.0
$0.51
34.1%
5.4%
$4.17
20.0
1,246.0
$11.00
11,571.0
43.0
$0.72
28.6%
9.3%
$3.23
58.0
10,543.0
$12.50
24,456.0
51.0
$1.18
21.3%
14.0%
$2.41
116.0
2,548.0
$14.00
4,532.0
51.0
$1.83
15.4%
17.6%
$1.92
187.0
46,113.0
$15.00
28,973.0
108.0
$2.45
12.8%
21.9%
$1.54
160.0
6,054.0
$16.00
6,052.0
176.0
$3.05
10.0%
29.3%
$1.11
139.0
15,665.0
$17.50
3,933.0
85.0
$4.10
6.9%
37.9%
$0.85
9.0
10,402.0
$19.00
1,661.0
30.0
$5.10
3.4%
43.6%
$0.66
381.0
27,257.0
$20.00
10,348.0
101.0
$6.30
4.8%
50.0%
$0.59
6.0
1,430.0
$21.00
69.0
1.0
$7.60
6.9%
59.4%
$0.44
61.0
5,935.0
$22.50
1,700.0
1.0
$8.00
-0.8%
68.9%
$0.30
73.0
695.0
$24.00
11.0
2.0
$9.85
1.7%
75.6%
$0.27
52.0
11,829.0
$25.00
4,699.0
100.0
$11.40
5.5%
82.6%
$0.28
15.0
755.0
$26.00
10.0
10.0
$8.72
-20.1%
92.4%
$0.18
10.0
10,403.0
$27.50
1,298.0
10.0
$11.94
-8.1%
109.4%
$0.13
7.0
18,315.0
$30.00
4,376.0
60.0
$16.05
3.1%
116.5%
$0.16
30.0
125.0
$31.00
400.0
400.0
$15.80
-5.6%
126.5%
$0.10
175.0
11,130.0
$32.50
13,260.0
285.0
$18.75
4.4%
143.7%
$0.07
151.0
5,049.0
$35.00
598.0
1.0
$18.40
-15.4%
161.5%
$0.13
270.0
1,325.0
$37.50
383.0
1.0
$20.35
-19.2%
178.4%
$0.06
5.0
12,851.0
$40.00
6,243.0
15.0
$25.73
0.8%
195.8%
$0.07
10.0
899.0
$42.50
15.0
10.0
$28.00
-0.8%
213.0%
$0.04
10.0
2,960.0
$45.00
204.0
200.0
$28.75
-12.9%
230.7%
$0.09
15.0
603.0
$47.50
32.0
7.0
$35.25
14.9%
247.7%
$0.03
10.0
8,518.0
$50.00
83.0
3.0
$32.16
-24.0%
282.3%
$0.02
1.0
1,400.0
$55.00
54.0
36.0
$40.95
2.4%
317.2%
$0.03
229.0
11,232.0
$60.00
2.0
3.0
$46.12
3.5%
334.5%
$0.03
2.0
481.0
$62.50
51.0
30.0
$48.64
3.7%
351.8%
$0.02
1.0
2,812.0
$65.00
46.0
3.0
$52.00
9.7%
386.7%
$0.03
67.0
2,534.0
$70.00
1.0
8.0
$60.95
37.1%
421.3%
$0.01
20.0
1,268.0
$75.00
1.0
11.0
$65.50
34.0%
438.8%
$0.03
5.0
89.0
$77.50
2.0
2.0
$52.94
-70.7%
456.0%
$0.01
38.0
2,119.0
$80.00
2.0
3.0
$66.14
3.7%
490.8%
$0.02
19.0
660.0
$85.00
57.0
7.0
$72.05
10.0%
525.6%
$0.02
19.0
1,055.0
$90.00
5.0
33.0
$80.66
35.1%
595.0%
$0.01
2.0
3,825.0
$100.00
109.0
100.0
$86.01
2.8%
629.7%
$0.01
12.0
151.0
$105.00
1.0
25.0
$81.50
-63.3%
664.5%
$0.01
69.0
1,465.0
$110.00
1.0
17.0
$86.52
-63.2%
699.2%
$0.01
31.0
253.0
$115.00
11.0
9.0
$101.46
5.9%
734.0%
$0.01
1.0
926.0
$120.00
17.0
170.0
$105.94
2.3%
769.0%
$0.05
10.0
462.0
$125.00
1.0
9.0
$111.45
5.8%
803.5%
$0.02
5.0
705.0
$130.00
1.0
4.0
$101.00
-101.5%
838.3%
$0.02
5.0
52.0
$135.00
10.0
10.0
$121.50
6.2%
873.2%
$0.04
5.0
281.0
$140.00
10.0
10.0
$126.36
5.2%
908.7%
$0.15
20.0
67.0
$145.00
3.0
5.0
$136.02
37.6%
977.2%
$0.01
17.0
409.0
$155.00
4.0
16.0
$76.85
-443.1%
1,081.5%
$0.02
5.0
121.0
$170.00
4.0
4.0
$87.50
-473.3%
1,359.4%
$0.01
1.0
211.0
$210.00
2.0
3.0
$194.83
-5.4%
1,428.9%
$0.01
8.0
223.0
$220.00
3.0
5.0
$211.07
37.9%
1,498.4%
$0.01
1.0
160.0
$230.00
3.0
5.0
$221.03
37.7%
1,846.0%
$0.03
15.0
51.0
$280.00
10.0
8.0
$266.13
3.6%
2,262.8%
$0.01
121.0
423.0
$340.00
1.0
1.0
$322.60
-20.9%
Option Activity Ahead of Earnings