An embolic protection device for capturing emboli during treatment of a stenotic lesion in a body vessel is provided. The device includes an inflatable frame having a deployed state and an undeployed state and a filter attached to the inflatable frame for capturing emboli. The inflatable frame includes a distal portion having a predetermined shape and extending freely to a closed distal end when the inflatable frame is in the deployed state. The filter includes a lip attached to the inflatable frame to define an open end of the filter when the inflatable frame is in the deployed state, a body extending from the lip and disposed about the inflatable frame, and a closed tail configured to capture the emboli during treatment of the stenotic lesion.