Japanese Yen (6J) Futures have an Implied Volatility (IV) of 13.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 6.0% and the maximum was at 16.5%. We calculated an Implied Volatility Rank (IVR) of 68.6. The Implied Volatility Percentile (IVP) is 71.7 which means that looking at one year of data 71.7% of all IV readings were lower than 13.2. The latest IV reading is 0.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Japanese Yen (6J) was calculated after the 2/6/2023 market close from the futures options.