FXY · Expected Move
Invesco CurrencyShares Japanese Yen Trust · ETF
The expected move for FXY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
FXY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FXY Expected Move
30-Day Straddle
$3.62
7-Day Straddle
$3.62
30-Day ATM IV
23.6%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to FXY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
FXY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.62 | $3.62 | 23.6% | 66% |
| 20261021 | $2.10 | $2.10 | 15.9% | 37% |
| 20261020 | $1.65 | $1.65 | 12.8% | 25% |
| 20261019 | $1.23 | $1.23 | 10.8% | 18% |
| 20261016 | $1.25 | $0.60 | 8.6% | 10% |
| 20261015 | $1.18 | $0.20 | 8.1% | 8% |
| 20261014 | $1.18 | $0.50 | 8.1% | 8% |
| 20261013 | $0.98 | $0.42 | 8.1% | 8% |
| 20261012 | $1.18 | $0.62 | 7.8% | 7% |
| 20260302 | $17.50 | $17.50 | 11.7% | 21% |
| 20260227 | $1.10 | $1.10 | 9.7% | 14% |
| 20260226 | $1.27 | $1.27 | 10.3% | 16% |
| 20260225 | $1.30 | $1.30 | 10.4% | 16% |
| 20260224 | $1.18 | $1.18 | 9.9% | 15% |
| 20260223 | $1.25 | $1.25 | 9.9% | 15% |
| 20260221 | $1.45 | $1.45 | — | — |
| 20260220 | $1.45 | $0.38 | 10.7% | 18% |
| 20260219 | $1.30 | $0.30 | 9.7% | 14% |
| 20260218 | $1.50 | $0.45 | 32.6% | 100% |
| 20260217 | $1.52 | $0.53 | 10.9% | 19% |
| 20260213 | $1.52 | $0.62 | 25.3% | 74% |
| 20260212 | $1.70 | $0.77 | 11.1% | 20% |
| 20260211 | $1.85 | $0.85 | 12.0% | 23% |
| 20260210 | $1.67 | $0.93 | 25.6% | 75% |
| 20260209 | $1.52 | $0.88 | 9.9% | 15% |
| 20260206 | $1.88 | $1.02 | 10.9% | 19% |
| 20260205 | $1.73 | $1.23 | 11.3% | 20% |
| 20260204 | $1.25 | $1.25 | 10.8% | 19% |
| 20260203 | $1.05 | $1.05 | 9.8% | 15% |
| 20260202 | $0.97 | $0.97 | 9.3% | 13% |
| 20260130 | $1.25 | $1.25 | 27.5% | 82% |
| 20260129 | $1.27 | $1.27 | 10.9% | 19% |
| 20260128 | $1.40 | $1.40 | 11.8% | 22% |
| 20260127 | $1.88 | $1.88 | 13.3% | 28% |
| 20260126 | $1.52 | $1.52 | 11.0% | 19% |
| 20260123 | $1.52 | $1.52 | 11.5% | 21% |
| 20260122 | $1.38 | $1.38 | 10.3% | 17% |
| 20260121 | $1.10 | $1.10 | 10.1% | 16% |
| 20260120 | $1.07 | $1.07 | 7.9% | 7% |
| 20260116 | $0.85 | $0.23 | 6.0% | 0% |
| 20260115 | $1.23 | $0.43 | 8.3% | 7% |
| 20260114 | $1.02 | $0.32 | 6.9% | 1% |
| 20260113 | $1.27 | $0.40 | 8.5% | 8% |
| 20260112 | $1.18 | $0.40 | 7.5% | 4% |
| 20260109 | $1.43 | $0.62 | 15.1% | 34% |
| 20260108 | $1.25 | $0.68 | 23.7% | 67% |
| 20260107 | $1.38 | $0.70 | 8.3% | 7% |
| 20260106 | $1.30 | $0.70 | 11.5% | 19% |
| 20260105 | $1.57 | $0.72 | 9.1% | 10% |
| 20260102 | $0.83 | $0.83 | 8.2% | 6% |
| 20251231 | $0.70 | $0.70 | 8.6% | 8% |
| 20251230 | $0.80 | $0.80 | 8.5% | 8% |
| 20251229 | $0.75 | $0.75 | 10.4% | 15% |
| 20251226 | $0.72 | $0.72 | 8.5% | 8% |
| 20251224 | $0.93 | $0.93 | 10.9% | 17% |
| 20251223 | $1.00 | $1.00 | 8.3% | 7% |
| 20251222 | $1.02 | $1.02 | 8.3% | 7% |
| 20251219 | $1.10 | $0.45 | 8.1% | 6% |
| 20251218 | $1.12 | $0.85 | 8.2% | 6% |
| 20251217 | $1.12 | $0.72 | 30.5% | 94% |
More on FXY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.