Implied volatility provides a gauge of market expectations and helps identify potential trading opportunities. Explore the chart below to assess risks and craft reliable Japanese Yen Futures options strategies based on market sentiment.
Jul
Aug
Sep
Oct
Nov
Dec
Jan '26
Feb
Mar
Apr
May
Jun
Jul
Sep
Dec
Mar '27
Jun
ATM IV term structure
ATM IV refers to the implied volatility of a contract with a strike price closest to the underlying current price. Track the at-the-money implied volatility for Japanese Yen Futures options across different expirations below.
