FXY (Invesco CurrencyShares Japanese Yen Trust)
Expected Move & Straddle Price History
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).
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.
Current FXY Expected Move
30-Day Straddle
$17.50
7-Day Straddle
$17.50
Avg IV
0.4%
IV Rank
67%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $17.50 | $17.50 | 0.4% | 67% |
| 20260227 | $1.10 | $1.10 | 0.3% | 51% |
| 20260226 | $1.27 | $1.27 | 0.3% | 57% |
| 20260225 | $1.30 | $1.30 | 0.3% | 46% |
| 20260224 | $1.18 | $1.18 | 0.3% | 50% |
| 20260223 | $1.25 | $1.25 | 0.3% | 52% |
| 20260221 | $1.45 | $1.45 | 0.3% | 43% |
| 20260220 | $1.45 | $0.38 | 0.3% | 42% |
| 20260219 | $1.30 | $0.30 | 0.3% | 41% |
| 20260218 | $1.50 | $0.45 | 0.3% | 46% |
| 20260217 | $1.52 | $0.53 | 0.3% | 37% |
| 20260213 | $1.52 | $0.62 | 0.2% | 31% |
| 20260212 | $1.70 | $0.77 | 0.3% | 41% |
| 20260211 | $1.85 | $0.85 | 0.2% | 28% |
| 20260210 | $1.67 | $0.93 | 0.3% | 37% |
| 20260209 | $1.52 | $0.88 | 0.3% | 35% |
| 20260206 | $1.88 | $1.02 | 0.2% | 20% |
| 20260205 | $1.73 | $1.23 | 0.2% | 33% |
| 20260204 | $1.25 | $1.25 | 0.3% | 57% |
| 20260203 | $1.05 | $1.05 | 0.2% | 31% |
| 20260202 | $0.97 | $0.97 | 0.3% | 36% |
| 20260130 | $1.25 | $1.25 | 0.3% | 37% |
| 20260129 | $1.27 | $1.27 | 0.1% | 0% |
| 20260128 | $1.40 | $1.40 | 0.2% | 24% |
| 20260127 | $1.88 | $1.88 | 0.3% | 34% |
| 20260126 | $1.52 | $1.52 | 0.2% | 31% |
| 20260123 | $1.52 | $1.52 | 0.3% | 42% |
| 20260122 | $1.38 | $1.38 | 0.2% | 13% |
| 20260121 | $1.10 | $1.10 | 0.1% | 6% |
| 20260120 | $1.07 | $1.07 | 0.2% | 15% |
| 20260116 | $0.85 | $0.23 | 0.2% | 8% |
| 20260115 | $1.23 | $0.43 | 0.2% | 8% |
| 20260114 | $1.02 | $0.32 | 0.2% | 14% |
| 20260113 | $1.27 | $0.40 | 0.2% | 14% |
| 20260112 | $1.18 | $0.40 | 0.1% | 0% |
| 20260109 | $1.43 | $0.62 | 0.2% | 11% |
| 20260108 | $1.25 | $0.68 | 0.2% | 8% |
| 20260107 | $1.38 | $0.70 | 0.2% | 8% |
| 20260106 | $1.30 | $0.70 | 0.2% | 11% |
| 20260105 | $1.57 | $0.72 | 0.1% | 0% |
| 20260102 | $0.83 | $0.83 | 0.5% | 89% |
| 20251231 | $0.70 | $0.70 | 0.4% | 76% |
| 20251230 | $0.80 | $0.80 | 0.4% | 83% |
| 20251229 | $0.75 | $0.75 | 0.5% | 100% |
| 20251226 | $0.72 | $0.72 | 0.4% | 100% |
| 20251224 | $0.93 | $0.93 | 0.3% | 61% |
| 20251223 | $1.00 | $1.00 | 0.3% | 64% |
| 20251222 | $1.02 | $1.02 | 0.4% | 85% |
| 20251219 | $1.10 | $0.45 | 0.4% | 96% |
| 20251218 | $1.12 | $0.85 | 0.3% | 79% |
| 20251217 | $1.12 | $0.72 | 0.3% | 75% |
| 20251216 | $1.32 | $0.82 | 0.2% | 40% |
| 20251215 | $1.38 | $0.70 | 0.2% | 41% |
| 20251212 | $1.07 | $0.82 | 0.3% | 50% |
| 20251211 | $1.48 | $0.97 | 0.4% | 80% |
| 20251210 | $1.80 | $1.15 | 0.3% | 56% |
| 20251209 | $1.00 | $0.57 | 0.3% | 71% |
| 20251208 | $1.02 | $0.88 | 0.3% | 61% |
| 20251205 | $1.70 | $0.85 | 0.3% | 50% |
| 20251204 | $1.65 | $0.78 | 0.3% | 48% |