FXY (Invesco CurrencyShares Japanese Yen Trust)
Historical IV Rank & Volatility Regime
IV Rank measures where FXY's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on FXY are priced rich or cheap relative to its own recent 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.
FXY IV Rank Summary
Current
67%
Moderate — neutral regime
30-Day Avg
36%
60-Day Avg
43%
90-Day Avg
47%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in FXY's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
FXY IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260302 | 67% | 0.4% |
| 20260227 | 51% | 0.3% |
| 20260226 | 57% | 0.3% |
| 20260225 | 46% | 0.3% |
| 20260224 | 50% | 0.3% |
| 20260223 | 52% | 0.3% |
| 20260221 | 43% | 0.3% |
| 20260220 | 42% | 0.3% |
| 20260219 | 41% | 0.3% |
| 20260218 | 46% | 0.3% |
| 20260217 | 37% | 0.3% |
| 20260213 | 31% | 0.2% |
| 20260212 | 41% | 0.3% |
| 20260211 | 28% | 0.2% |
| 20260210 | 37% | 0.3% |
| 20260209 | 35% | 0.3% |
| 20260206 | 20% | 0.2% |
| 20260205 | 33% | 0.2% |
| 20260204 | 57% | 0.3% |
| 20260203 | 31% | 0.2% |
| 20260202 | 36% | 0.3% |
| 20260130 | 37% | 0.3% |
| 20260129 | 0% | 0.1% |
| 20260128 | 24% | 0.2% |
| 20260127 | 34% | 0.3% |
| 20260126 | 31% | 0.2% |
| 20260123 | 42% | 0.3% |
| 20260122 | 13% | 0.2% |
| 20260121 | 6% | 0.1% |
| 20260120 | 15% | 0.2% |
| 20260116 | 8% | 0.2% |
| 20260115 | 8% | 0.2% |
| 20260114 | 14% | 0.2% |
| 20260113 | 14% | 0.2% |
| 20260112 | 0% | 0.1% |
| 20260109 | 11% | 0.2% |
| 20260108 | 8% | 0.2% |
| 20260107 | 8% | 0.2% |
| 20260106 | 11% | 0.2% |
| 20260105 | 0% | 0.1% |
| 20260102 | 89% | 0.5% |
| 20251231 | 76% | 0.4% |
| 20251230 | 83% | 0.4% |
| 20251229 | 100% | 0.5% |
| 20251226 | 100% | 0.4% |
| 20251224 | 61% | 0.3% |
| 20251223 | 64% | 0.3% |
| 20251222 | 85% | 0.4% |
| 20251219 | 96% | 0.4% |
| 20251218 | 79% | 0.3% |
| 20251217 | 75% | 0.3% |
| 20251216 | 40% | 0.2% |
| 20251215 | 41% | 0.2% |
| 20251212 | 50% | 0.3% |
| 20251211 | 80% | 0.4% |
| 20251210 | 56% | 0.3% |
| 20251209 | 71% | 0.3% |
| 20251208 | 61% | 0.3% |
| 20251205 | 50% | 0.3% |
| 20251204 | 48% | 0.3% |
| 20251203 | 100% | 0.4% |
| 20251202 | 100% | 0.4% |
| 20251201 | 89% | 0.3% |
| 20251128 | 88% | 0.3% |
| 20251126 | 89% | 0.3% |
| 20251125 | 80% | 0.3% |
| 20251124 | 91% | 0.3% |
| 20251121 | 83% | 0.3% |
| 20251120 | 88% | 0.3% |
| 20251119 | 79% | 0.3% |
| 20251118 | 56% | 0.3% |
| 20251117 | 65% | 0.3% |
| 20251114 | 54% | 0.3% |
| 20251113 | 27% | 0.2% |
| 20251112 | 58% | 0.3% |
| 20251111 | 48% | 0.2% |
| 20251110 | 48% | 0.2% |
| 20251107 | 35% | 0.2% |
| 20251106 | 50% | 0.2% |
| 20251105 | 46% | 0.2% |
| 20251104 | 33% | 0.2% |
| 20251103 | 27% | 0.2% |
| 20251031 | 30% | 0.2% |
| 20251030 | 25% | 0.2% |
| 20251029 | 36% | 0.2% |
| 20251028 | 18% | 0.2% |
| 20251027 | 29% | 0.2% |
| 20251024 | 9% | 0.2% |
| 20251023 | 22% | 0.2% |
| 20251022 | 20% | 0.2% |