Valeant (VRX) puts active on U.S. Attorney charges against ex-Valeant executive, ex-Philidor CEO

Valeant Pharma (NYSE: VRX) November 16.50 and 17 puts are active on total put volume of 16K contracts (7K calls) after U.S. Attorney announce charges against ex-Valeant executive, ex-Philidor CEO. November put option implied volatility is at 155, December is at 84; compared to its 52-week range of 53 to 174.

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