10-Day
Summary
- Current Value
- As of today, NLY 10-day volatility is 21.45%, down -10.62% on
- Value Category
- Based on its current 10-day historical volatility, NLY falls into the low volatility category
- 1-Year High
- NLY 10-day volatility reached a 1-year high of 60.69% on
- 1-Year Low
- NLY 10-day volatility reached a 1-year low of 8.73% on
10-Day Volatility Chart
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 21.45% | -10.6% | +25.1% | -11.1% | -11.7% | -60.5% | -17.1% | +24.2% | |
| 1-Month Volatility | 28.34% | +0.9% | +102.4% | +32.1% | +52.8% | -29.9% | +6.4% | +64.3% | |
| 3-Month Volatility | 22.92% | -0.8% | +11.4% | +27.6% | +29.8% | -24.3% | -23.7% | +10.8% | |
| 1-Year Volatility | 20.02% | -7.4% | -10.6% | -10.1% | -10.7% | -9.0% | -49.1% | -34.6% | |
| 14-Day RSI | 55.10 | +0.9% | +34.5% | +23.5% | +17.4% | +119.9% | +27.3% | +11.9% | |
| Beta | 0.79 | +14.5% | +21.5% | +16.2% | +14.5% | +17.9% | -20.2% | +2.6% | |
| ATR | $0.49 | -3.7% | -4.5% | +9.3% | +33.4% | -37.3% | -16.9% | -25.2% | |
| Price | $22.14 | +0.2% | -1.6% | -5.0% | -1.0% | +28.0% | +17.6% | -36.1% | |
| 200-Day SMA | $21.69 | +0.1% | +1.3% | +5.3% | +5.5% | +8.6% | -1.5% | -30.5% | |
| 50-Day SMA | $22.33 | -0.2% | -3.6% | +0.1% | +1.2% | +7.0% | +9.1% | -34.8% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of NLY?
As of today, NLY 10-day volatility is 21.45%
What 10-day volatility category does NLY fall into?
Based on its current 10-day historical volatility, NLY falls into the low volatility category
What is NLY 10-day volatility 1-year high?
NLY 10-day volatility reached a 1-year high of 60.69% on April 17, 2025
What is NLY 10-day volatility 1-year low?
NLY 10-day volatility reached a 1-year low of 8.73% on February 24, 2026
1-Month
Summary
- Current Value
- As of today, NLY 1-month volatility is 28.34%, up +0.89% on
- Value Category
- Based on its current 1-month historical volatility, NLY falls into the moderate volatility category
- 1-Year High
- NLY 1-month volatility reached a 1-year high of 48.61% on
- 1-Year Low
- NLY 1-month volatility reached a 1-year low of 9.45% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 28.34% | +0.9% | +102.4% | +32.1% | +52.8% | -29.9% | +6.4% | +64.3% | |
| 10-Day Volatility | 21.45% | -10.6% | +25.1% | -11.1% | -11.7% | -60.5% | -17.1% | +24.2% | |
| 3-Month Volatility | 22.92% | -0.8% | +11.4% | +27.6% | +29.8% | -24.3% | -23.7% | +10.8% | |
| 1-Year Volatility | 20.02% | -7.4% | -10.6% | -10.1% | -10.7% | -9.0% | -49.1% | -34.6% | |
| 14-Day RSI | 55.10 | +0.9% | +34.5% | +23.5% | +17.4% | +119.9% | +27.3% | +11.9% | |
| Beta | 0.79 | +14.5% | +21.5% | +16.2% | +14.5% | +17.9% | -20.2% | +2.6% | |
| ATR | $0.49 | -3.7% | -4.5% | +9.3% | +33.4% | -37.3% | -16.9% | -25.2% | |
| Price | $22.14 | +0.2% | -1.6% | -5.0% | -1.0% | +28.0% | +17.6% | -36.1% | |
| 200-Day SMA | $21.69 | +0.1% | +1.3% | +5.3% | +5.5% | +8.6% | -1.5% | -30.5% | |
| 50-Day SMA | $22.33 | -0.2% | -3.6% | +0.1% | +1.2% | +7.0% | +9.1% | -34.8% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of NLY?
As of today, NLY 1-month volatility is 28.34%
What 1-month volatility category does NLY fall into?
Based on its current 1-month historical volatility, NLY falls into the moderate volatility category
What is NLY 1-month volatility 1-year high?
NLY 1-month volatility reached a 1-year high of 48.61% on April 28, 2025
What is NLY 1-month volatility 1-year low?
NLY 1-month volatility reached a 1-year low of 9.45% on March 5, 2026
3-Month
Summary
- Current Value
- As of today, NLY 3-month volatility is 22.92%, down -0.78% on
- Value Category
- Based on its current 3-month historical volatility, NLY falls into the low volatility category
- 1-Year High
- NLY 3-month volatility reached a 1-year high of 32.39% on
- 1-Year Low
- NLY 3-month volatility reached a 1-year low of 15.79% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 22.92% | -0.8% | +11.4% | +27.6% | +29.8% | -24.3% | -23.7% | +10.8% | |
| 10-Day Volatility | 21.45% | -10.6% | +25.1% | -11.1% | -11.7% | -60.5% | -17.1% | +24.2% | |
| 1-Month Volatility | 28.34% | +0.9% | +102.4% | +32.1% | +52.8% | -29.9% | +6.4% | +64.3% | |
| 1-Year Volatility | 20.02% | -7.4% | -10.6% | -10.1% | -10.7% | -9.0% | -49.1% | -34.6% | |
| 14-Day RSI | 55.10 | +0.9% | +34.5% | +23.5% | +17.4% | +119.9% | +27.3% | +11.9% | |
| Beta | 0.79 | +14.5% | +21.5% | +16.2% | +14.5% | +17.9% | -20.2% | +2.6% | |
| ATR | $0.49 | -3.7% | -4.5% | +9.3% | +33.4% | -37.3% | -16.9% | -25.2% | |
| Price | $22.14 | +0.2% | -1.6% | -5.0% | -1.0% | +28.0% | +17.6% | -36.1% | |
| 200-Day SMA | $21.69 | +0.1% | +1.3% | +5.3% | +5.5% | +8.6% | -1.5% | -30.5% | |
| 50-Day SMA | $22.33 | -0.2% | -3.6% | +0.1% | +1.2% | +7.0% | +9.1% | -34.8% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of NLY?
As of today, NLY 3-month volatility is 22.92%
What 3-month volatility category does NLY fall into?
Based on its current 3-month historical volatility, NLY falls into the low volatility category
What is NLY 3-month volatility 1-year high?
NLY 3-month volatility reached a 1-year high of 32.39% on May 27, 2025
What is NLY 3-month volatility 1-year low?
NLY 3-month volatility reached a 1-year low of 15.79% on August 21, 2025
1-Year
Summary
- Current Value
- As of today, NLY 1-year volatility is 20.02%, down -7.44% on
- Value Category
- Based on its current 1-year historical volatility, NLY falls into the low volatility category
- 1-Year High
- NLY 1-year volatility reached a 1-year high of 22.99% on
- 1-Year Low
- NLY 1-year volatility reached a 1-year low of 20.01% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 20.02% | -7.4% | -10.6% | -10.1% | -10.7% | -9.0% | -49.1% | -34.6% | |
| 10-Day Volatility | 21.45% | -10.6% | +25.1% | -11.1% | -11.7% | -60.5% | -17.1% | +24.2% | |
| 1-Month Volatility | 28.34% | +0.9% | +102.4% | +32.1% | +52.8% | -29.9% | +6.4% | +64.3% | |
| 3-Month Volatility | 22.92% | -0.8% | +11.4% | +27.6% | +29.8% | -24.3% | -23.7% | +10.8% | |
| 1-Year Volatility | 20.02% | -7.4% | -10.6% | -10.1% | -10.7% | -9.0% | -49.1% | -34.6% | |
| 14-Day RSI | 55.10 | +0.9% | +34.5% | +23.5% | +17.4% | +119.9% | +27.3% | +11.9% | |
| Beta | 0.79 | +14.5% | +21.5% | +16.2% | +14.5% | +17.9% | -20.2% | +2.6% | |
| ATR | $0.49 | -3.7% | -4.5% | +9.3% | +33.4% | -37.3% | -16.9% | -25.2% | |
| Price | $22.14 | +0.2% | -1.6% | -5.0% | -1.0% | +28.0% | +17.6% | -36.1% | |
| 200-Day SMA | $21.69 | +0.1% | +1.3% | +5.3% | +5.5% | +8.6% | -1.5% | -30.5% | |
| 50-Day SMA | $22.33 | -0.2% | -3.6% | +0.1% | +1.2% | +7.0% | +9.1% | -34.8% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of NLY?
As of today, NLY 1-year volatility is 20.02%
What 1-year volatility category does NLY fall into?
Based on its current 1-year historical volatility, NLY falls into the low volatility category
What is NLY 1-year volatility 1-year high?
NLY 1-year volatility reached a 1-year high of 22.99% on March 30, 2026
What is NLY 1-year volatility 1-year low?
NLY 1-year volatility reached a 1-year low of 20.01% on April 10, 2026
Data Sources & References
- NLY Official Website www.annaly.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1043219/000104321926000008/0001043219-26-000008-index.htm
- Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1043219/000104321926000007/0001043219-26-000007-index.htm
- NLY Profile on Yahoo Finance finance.yahoo.com/quote/NLY
- NLY Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/nly
