FYEE Implied Volatility
FYEE options trade at a 30-day at-the-money implied volatility of 20.8%, an IV rank of 38 out of 100 over the past year. This page breaks down FYEE's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
FYEE 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 20.8% |
| IV rank (1 year) | 38 / 100 |
| IV percentile (1 year) | 21% |
| Expected move (front expiration) | ±$1.64 (±5.5%) |
| Historical volatility — 10 day | 4.8% |
| Historical volatility — 21 day | 8.4% |
| Historical volatility — 30 day | 9.1% |
| Historical volatility — 60 day | 11.0% |
| IV / HV ratio | 2.30 |
An IV rank of 38 places current implied volatility in the lower part of its 52-week range. With an IV/HV ratio of 2.30, options currently price in more movement than the stock has recently realized.
FYEE IV Rank History
FYEE IV rank (0–100), past year.
IV rank has fallen from 87 in Feb '26 to 38 today. An IV percentile of 21% means implied volatility was lower than today on 21% of trading days in the past year.
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FYEE Options FAQ
What is the implied volatility of FYEE options?
FYEE options trade at a 30-day at-the-money implied volatility of 20.8% as of Aug 24, 2026. That is an IV rank of 38 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is FYEE implied volatility high or low right now?
By its own 52-week standards, FYEE implied volatility is currently low: IV rank is 38 out of 100 as of Aug 24, 2026. Compared with realized movement, the IV/HV ratio of 2.30 shows options pricing more movement than the stock has recently delivered.
What move do FYEE options imply before the next expiration?
Front-expiration FYEE options imply a one-standard-deviation move of ±$1.64 (±5.5%) as of Aug 24, 2026, derived from at-the-money option prices.
What is the difference between FYEE's IV rank and IV percentile?
IV rank (currently 38) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 21%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.