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Blogging Options: CBOE Morning Update 7.8.13

Volatility as an asset class Proshares Ultra Short 20 Year Treasury (TBT) is recently down 30c to $77.15 in the premarket after last Friday’s sharp Treasury selloff. Overall option implied volatility of 30 is above its 26-week average of 27. CBOE Interest Rate 5 Year Note (FVX) closed at 15.96, above its 50-day moving average of […]