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Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) volatility up into FOMC

July 27, 2016 12:18 PM EDT

Proshares Trust Ultrashort Lehman 20+ Year Treasury (NYSE: TBT) is recently down 1% into FOMC rate decision. July weekly call option implied volatility is at 38, August is at 30, September is at 27; compared to its 52-week range of 22 to 36.



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