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SPDR S&P 500 ETF Trust (SPY) volatility flat into June employment report

July 8, 2016 6:45 AM EDT

S&P Dep Receipts (NYSE: SPY) is recently up 47c to $210.01 in the premarket into June employment report. July weekly call option implied volatility is at 16, July is at 13, August is at 14; compared to its 52-week range of 10 to 35.



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