FXY · Iron Condor Setups

Invesco CurrencyShares Japanese Yen Trust · ETF

Iron condor opportunities for FXY based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

FXY IV rank history

29 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for FXY
Score
3.62
Breach Rate
38.7%
159 of 411 observations
Avg Straddle
$1.55
2.6% of price
IV Rank
22%
IV Premium
1.46x
IV ÷ Realized Vol
Beta vs SPY
0.15
P/C Vol
0.26
Current Price
$58.29
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. FXY is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
FXY IV Rank — Last 30 Days
DateIV Rank
2026102222%
2026102137%
2026102025%
2026101918%
2026101610%
202610158%
202610148%
202610138%
202610127%
2026030221%
2026022714%
2026022616%
2026022516%
2026022415%
2026022315%
2026022018%
2026021914%
20260218100%
2026021719%
2026021374%
2026021220%
2026021123%
2026021075%
2026020915%
2026020619%
2026020520%
2026020419%
2026020315%
2026020213%

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.