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Blogging Options: CBOE Mid-day Update 11.25.13

Volatility as an asset class Credit and debit vehicle funds option implied volatility is low on expectations  the central bank continuing its stimulus program. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently down 39c to $77.15. Overall option implied volatility of 23 is below its 26-week average of 28. ProShares UltraShort Lehman 7-10 […]