According to Feynman, he tested at 125 when he was a schoolboy. (Search for "IQ" in the Gleick biography.)

Gwern says:

There are a couple reasons to not care about this factoid:

• Feynman was younger than 15 when he took it [....]
• [I]t was one of the 'ratio' based IQ tests - utterly outdated and incorrect by modern standards.
• Finally, it's well known that IQ tests are very unreliable in childhood; kids can easily bounce around compared to their stable adult scores.

Steve Hsu says:

I suspect that this test emphasized verbal, as opposed to mathematical, ability. Feynman received the highest score in the country by a large margin on the notoriously difficult Putnam mathematics competition exam, although he joined the MIT team on short notice and did not prepare for the test. [...] It seems quite possible to me that Feynman's cognitive abilities might have been a bit lopsided -- his vocabulary and verbal ability were well above average, but perhaps not as great as his mathematical abilities. I recall looking at excerpts from a notebook Feynman kept as an undergraduate. While the notes covered very advanced topics -- including general relativity and the Dirac equation -- they also contained a number of misspellings and grammatical errors. I doubt Feynman cared very much about such things.

Knowing Feynman, This might well have been a joke at their expense.

It is a joke at their expense. The question is whether he based it on a true premise.