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Quote for VRX (VALEANT PHARMACEUTICALS)

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 VRX  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

12.48 

 VALEANT PHARMACEUTICALS       CHANGE

0.09 

 HIGH 12.59   LOW 11.89   DIVIDEND DATE 2010-11-10 
 OPEN 12.14   CLOSE 12.39   DIVIDEND AMOUNT 1.00 
 BID 0.00   ASK 0.00   YIELD 1.40 
 VOLUME 19,566,451   SPLIT DATE     DATE/TIME: 2017-10-19 
 OPTION VOLUME 194621   IMPLIED VOLATILITY 0.56   HISTORICAL VOL  0.71 
Data used in the screeners below are delayed from September 28, 2017.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 VRX  13.76    VRX  Nov 17 '17  13.00  1.70  0.94  6.83%    0.65  1
 VRX  13.76    VRX  Nov 17 '17  15.00  0.80  0.80  5.81%    0.63  1
 VRX  13.76    VRX  Nov 17 '17  14.00  1.16  1.16  8.43%    0.62  1
 VRX  13.76    VRX  Jan 19 '18  12.50  2.40  1.14  8.28%    0.58  3
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 VRX  Nov 17 '17  13.00   C  1.70    VRX  Nov 17 '17  13.00   P  0.90    2.60  0.76
 VRX  Nov 17 '17  14.00   C  1.16    VRX  Nov 17 '17  14.00   P  1.37    2.53  0.24
 VRX  Nov 17 '17  15.00   C  0.80    VRX  Nov 17 '17  15.00   P  1.97    2.77  1.24
 VRX  Jan 17 '20  15.00   C  4.35    VRX  Jan 17 '20  15.00   P  5.15    9.50  1.24
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VRX  Oct 20 '17  15.00   P  1.43    VRX  Oct 20 '17  14.50   P  1.04    0.39  0.50
 VRX  Oct 20 '17  15.00   P  1.43    VRX  Oct 20 '17  14.00   P  0.72    0.71  1.00
 VRX  Oct 20 '17  14.50   P  1.04    VRX  Oct 20 '17  14.00   P  0.72    0.32  0.50
 VRX  Oct 20 '17  15.00   P  1.43    VRX  Oct 20 '17  13.50   P  0.47    0.96  1.50
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VRX  Oct 20 '17  12.50   C  1.47    VRX  Oct 20 '17  15.00   C  0.20    1.27  2.50
 VRX  Oct 20 '17  12.50   C  1.47    VRX  Oct 20 '17  14.50   C  0.32    1.15  2.00
 VRX  Oct 20 '17  12.50   C  1.47    VRX  Oct 20 '17  14.00   C  0.51    0.96  1.50
 VRX  Oct 20 '17  12.50   C  1.47    VRX  Oct 20 '17  13.00   C  1.07    0.40  0.50
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 VRX  Jan 18 '19  15.00   C  3.17    VRX  Jan 18 '19  12.50   C  4.10    -0.92  2.50
 VRX  Oct 20 '17  13.50   C  0.77    VRX  Oct 20 '17  13.00   C  1.07    -0.30  0.50
 VRX  Jan 19 '18  14.00   C  1.66    VRX  Jan 19 '18  12.50   C  2.40    -0.74  1.50
 VRX  Apr 20 '18  15.00   C  1.86    VRX  Apr 20 '18  13.00   C  2.70    -0.84  2.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 VRX  Oct 20 '17  12.50   P  0.19    VRX  Oct 20 '17  14.50   P  1.04    -0.85  2.00
 VRX  Oct 20 '17  12.50   P  0.19    VRX  Oct 20 '17  14.00   P  0.72    -0.53  1.50
 VRX  Oct 20 '17  12.50   P  0.19    VRX  Oct 20 '17  15.00   P  1.43    -1.24  2.50
 VRX  Oct 20 '17  12.50   P  0.19    VRX  Oct 20 '17  13.50   P  0.47    -0.28  1.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VRX  Nov 17 '17  15.00   C  0.80    VRX  Jan 17 '20  15.00   C  4.35    -3.55  26
 VRX  Nov 17 '17  13.00   C  1.70    VRX  Apr 20 '18  13.00   C  2.70    -1.00  5
 VRX  Nov 17 '17  15.00   C  0.80    VRX  Jan 19 '18  15.00   C  1.21    -0.41  2
 VRX  Nov 17 '17  15.00   C  0.80    VRX  Apr 20 '18  15.00   C  1.86    -1.06  5
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VRX  Nov 17 '17  13.00   P  0.90    VRX  Apr 20 '18  13.00   P  1.81    -0.91  5
 VRX  Nov 17 '17  14.00   P  1.37    VRX  Jan 19 '18  14.00   P  1.77    -0.40  2
 VRX  Nov 17 '17  14.00   P  1.37    VRX  Apr 20 '18  14.00   P  2.31    -0.94  5
 VRX  Nov 17 '17  15.00   P  1.97    VRX  Jan 19 '18  15.00   P  2.37    -0.40  2
Data Provided by HistoricalOptionData.com
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