Invesco Currencyshares Japanese Yen Trust (FXY)'s 30-day implied volatility (IV30) was 9.5% at the close on October 20, 2026, up from 7.9% the day before, against a 52-week range of 5.5% to 14.7%. Its 20-day historical volatility was 6.3%.

Key numbers

30-day implied volatility (IV30): 9.5%
IV30 52-week range: 5.5% to 14.7% (median 8.6%)
Historical volatility: 20-day 6.3%, 1-year 7.2%
Implied move by the nearest expiration: ±0.5%

Data as of October 20, 2026.

FXY Implied Volatility (IV) vs Historical Volatility (HV)

Name: FXY Implied Volatility
Creator: Market Chameleon