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Quote for VRX (VALEANT PHARMACEUTICALS)

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 VRX  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

16.65 

 VALEANT PHARMACEUTICALS       CHANGE

-0.43 

 HIGH 17.44   LOW 16.59   DIVIDEND DATE 2010-11-10 
 OPEN 17.19   CLOSE 17.08   DIVIDEND AMOUNT 1.00 
 BID 0.00   ASK 0.00   YIELD 1.40 
 VOLUME 38,204,597   SPLIT DATE     DATE/TIME: 2017-06-27 
 OPTION VOLUME 114600   IMPLIED VOLATILITY 0.62   HISTORICAL VOL  0.80 
Data used in the screeners below are delayed from June 6, 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  12.56    VRX  Jan 18 '19  12.50  4.25  4.19  33.36%    0.67  19
 VRX  12.56    VRX  Jan 19 '18  12.50  2.59  2.53  20.14%    0.65  7
 VRX  12.56    VRX  Oct 20 '17  12.50  2.00  1.94  15.49%    0.65  4
 VRX  12.56    VRX  Jan 19 '18  14.00  2.00  2.00  15.92%    0.64  7
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 VRX  Jan 18 '19  12.50   C  4.25    VRX  Jan 18 '19  12.50   P  3.75    8.00  0.06
 VRX  Jan 19 '18  12.50   C  2.59    VRX  Jan 19 '18  12.50   P  2.40    4.98  0.06
 VRX  Oct 20 '17  12.50   C  2.00    VRX  Oct 20 '17  12.50   P  1.85    3.86  0.06
 VRX  Jan 19 '18  14.00   C  2.00    VRX  Jan 19 '18  14.00   P  3.34    5.34  1.44
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VRX  Jun 16 '17  14.00   P  1.52    VRX  Jun 16 '17  12.50   P  0.41    1.10  1.50
 VRX  Jun 16 '17  14.00   P  1.52    VRX  Jun 16 '17  13.00   P  0.71    0.81  1.00
 VRX  Jun 16 '17  13.50   P  1.09    VRX  Jun 16 '17  12.50   P  0.41    0.68  1.00
 VRX  Jun 16 '17  13.50   P  1.09    VRX  Jun 16 '17  13.00   P  0.71    0.38  0.50
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VRX  Jun 16 '17  11.50   C  1.18    VRX  Jun 16 '17  13.00   C  0.28    0.90  1.50
 VRX  Jun 16 '17  11.50   C  1.18    VRX  Jun 16 '17  13.50   C  0.14    1.03  2.00
 VRX  Jun 16 '17  11.50   C  1.18    VRX  Jun 16 '17  12.50   C  0.49    0.69  1.00
 VRX  Jun 16 '17  11.50   C  1.18    VRX  Jun 16 '17  12.00   C  0.79    0.39  0.50
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 VRX  Jul 21 '17  14.00   C  0.48    VRX  Jul 21 '17  12.50   C  1.02    -0.54  1.50
 VRX  Jun 16 '17  13.50   C  0.14    VRX  Jun 16 '17  12.50   C  0.49    -0.34  1.00
 VRX  Jun 16 '17  13.00   C  0.28    VRX  Jun 16 '17  12.50   C  0.49    -0.21  0.50
 VRX  Jun 16 '17  12.50   C  0.49    VRX  Jun 16 '17  12.00   C  0.79    -0.30  0.50
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  1.85    VRX  Oct 20 '17  14.00   P  2.75    -0.90  1.50
 VRX  Jun 16 '17  12.00   P  0.22    VRX  Jun 16 '17  12.50   P  0.41    -0.19  0.50
 VRX  Jun 16 '17  12.00   P  0.22    VRX  Jun 16 '17  13.00   P  0.71    -0.49  1.00
 VRX  Jan 19 '18  12.50   P  2.40    VRX  Jan 19 '18  14.00   P  3.34    -0.94  1.50
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VRX  Oct 20 '17  12.50   C  2.00    VRX  Jan 19 '18  12.50   C  2.59    -0.58  3
 VRX  Oct 20 '17  14.00   C  1.41    VRX  Jan 19 '18  14.00   C  2.00    -0.59  3
 VRX  Jun 16 '17  12.50   C  0.49    VRX  Jul 21 '17  12.50   C  1.02    -0.53  1
 VRX  Jan 19 '18  12.50   C  2.59    VRX  Jan 18 '19  12.50   C  4.25    -1.66  12
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VRX  Jun 16 '17  14.00   P  1.52    VRX  Jul 21 '17  14.00   P  1.89    -0.38  1
 VRX  Oct 20 '17  12.50   P  1.85    VRX  Jan 19 '18  12.50   P  2.40    -0.54  3
 VRX  Jun 16 '17  12.50   P  0.41    VRX  Jul 21 '17  12.50   P  0.92    -0.51  1
 VRX  Jan 19 '18  12.50   P  2.40    VRX  Jan 18 '19  12.50   P  3.75    -1.35  12
Data Provided by HistoricalOptionData.com
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