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FXY - Invesco CurrencyShares Japanese Yen Trust
Implied Volatility Analysis

Implied Volatility:
14.3%
Put/Call-Ratio:
10.87

Invesco CurrencyShares Japanese Yen Trust has an Implied Volatility (IV) of 14.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXY is 43 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for FXY is 0.88 standard deviations away from its 1 year mean.

Market Cap$188.09M
Implied Volatility (IV) 30d
14.28
Implied Volatility Rank (IVR) 1y
42.52
Implied Volatility Percentile (IVP) 1y
82.36
Historical Volatility (HV) 30d
10.93
IV / HV
1.31
Open Interest
50.33K
Option Volume
1.59K
Put/Call Ratio (Volume)
10.87

Data was calculated after the 9/29/2022 closing.

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