Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) volatility expensive on rate rise

November 15, 2016 9:14 AM EST

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Proshares Trust Ultrashort Lehman 20+ Year Treasury (NYSE: TBT) November call option implied volatility is at 49, December is at 38; compared to its 52-week range of 22 to 37.



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