Japanese Yen Futures (6J)
Implied Volatility Analysis

Implied Volatility:
11.2%

Japanese Yen (6J) Futures have an Implied Volatility (IV) of 11.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 4.9% and the maximum was at 13.4%. We calculated an Implied Volatility Rank (IVR) of 73.5. The Implied Volatility Percentile (IVP) is 92.9 which means that looking at one year of data 92.9% of all IV readings were lower than 11.2. The latest IV reading is 2.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Japanese Yen (6J) was calculated after the 5/20/2022 market close from the futures options.

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