An explosion in the sky over Billings Montana, where a Chinese spy balloon has been flying over the region, was caught on camera Friday. Mysterious video of the aftermath shows a trail of smoke in the sky where the balloon was last spotted. As the video spread on social media, Defense officials have said the balloon over Montana has not exploded. A US defense official said it entered US airspace 'a couple days ago' but its exact location was not shared. 'But again, the presence of this balloon in our airspace is clearly unacceptable and a clear violation of our sovereignty.