10-Day
14.70%
Summary
- Current Value
- As of today, NLY 10-day volatility is 14.70%, down -9.59% on
- Value Category
- Based on its current 10-day historical volatility, NLY falls into the very low volatility category
- 1-Year High
- NLY 10-day volatility reached a 1-year high of 35.89% on
- 1-Year Low
- NLY 10-day volatility reached a 1-year low of 8.73% on
10-Day Volatility Chart
SUGGESTED SERIES
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 14.70% | -9.6% | +3.5% | -48.5% | -39.5% | +1.7% | -29.4% | +50.9% | |
| 1-Month Volatility | 15.12% | -3.5% | -20.4% | -29.1% | -18.5% | -9.5% | -28.9% | +28.9% | |
| 3-Month Volatility | 18.58% | -4.1% | -8.9% | -19.2% | +5.2% | +10.8% | -17.8% | -7.6% | |
| 1-Year Volatility | 20.05% | +0.1% | -0.6% | +1.8% | -10.5% | -10.1% | -45.7% | -3.7% | |
| 14-Day RSI | 30.97 | -4.4% | -46.1% | -43.4% | -34.0% | -55.7% | -44.0% | -30.0% | |
| Beta | 0.56 | 0.0% | 0.0% | -8.2% | -18.8% | -20.0% | -53.3% | -20.0% | |
| ATR | $0.36 | +0.9% | -15.1% | -13.0% | -3.0% | +19.4% | +3.0% | -29.6% | |
| Price | $21.90 | -0.5% | -5.4% | -0.5% | -2.1% | -1.1% | +8.6% | -35.7% | |
| 200-Day SMA | $22.57 | 0.0% | +0.7% | +2.1% | +9.7% | +13.1% | +10.9% | -34.9% | |
| 50-Day SMA | $22.88 | -0.0% | +1.9% | +4.0% | +3.7% | +10.9% | +15.2% | -33.4% | |
| 20-Day SMA | $22.94 | -0.3% | +0.4% | +6.6% | +1.2% | +7.7% | +16.3% | -33.5% |
10-Day Volatility History
FAQ
- What is the current 10-day volatility of NLY?
- As of today, NLY 10-day volatility is 14.70%
- What 10-day volatility category does NLY fall into?
- Based on its current 10-day historical volatility, NLY falls into the very low volatility category
- What is NLY 10-day volatility 1-year high?
- NLY 10-day volatility reached a 1-year high of 35.89% on March 30, 2026
- 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
15.12%
Summary
- Current Value
- As of today, NLY 1-month volatility is 15.12%, down -3.45% on
- Value Category
- Based on its current 1-month historical volatility, NLY falls into the low volatility category
- 1-Year High
- NLY 1-month volatility reached a 1-year high of 30.68% 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 | 15.12% | -3.5% | -20.4% | -29.1% | -18.5% | -9.5% | -28.9% | +28.9% | |
| 10-Day Volatility | 14.70% | -9.6% | +3.5% | -48.5% | -39.5% | +1.7% | -29.4% | +50.9% | |
| 3-Month Volatility | 18.58% | -4.1% | -8.9% | -19.2% | +5.2% | +10.8% | -17.8% | -7.6% | |
| 1-Year Volatility | 20.05% | +0.1% | -0.6% | +1.8% | -10.5% | -10.1% | -45.7% | -3.7% | |
| 14-Day RSI | 30.97 | -4.4% | -46.1% | -43.4% | -34.0% | -55.7% | -44.0% | -30.0% | |
| Beta | 0.56 | 0.0% | 0.0% | -8.2% | -18.8% | -20.0% | -53.3% | -20.0% | |
| ATR | $0.36 | +0.9% | -15.1% | -13.0% | -3.0% | +19.4% | +3.0% | -29.6% | |
| Price | $21.90 | -0.5% | -5.4% | -0.5% | -2.1% | -1.1% | +8.6% | -35.7% | |
| 200-Day SMA | $22.57 | 0.0% | +0.7% | +2.1% | +9.7% | +13.1% | +10.9% | -34.9% | |
| 50-Day SMA | $22.88 | -0.0% | +1.9% | +4.0% | +3.7% | +10.9% | +15.2% | -33.4% | |
| 20-Day SMA | $22.94 | -0.3% | +0.4% | +6.6% | +1.2% | +7.7% | +16.3% | -33.5% |
1-Month Volatility History
FAQ
- What is the current 1-month volatility of NLY?
- As of today, NLY 1-month volatility is 15.12%
- What 1-month volatility category does NLY fall into?
- Based on its current 1-month historical volatility, NLY falls into the low volatility category
- What is NLY 1-month volatility 1-year high?
- NLY 1-month volatility reached a 1-year high of 30.68% on April 17, 2026
- 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
18.58%
Summary
- Current Value
- As of today, NLY 3-month volatility is 18.58%, down -4.13% 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 23.84% on
- 1-Year Low
- NLY 3-month volatility reached a 1-year low of 16.44% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 18.58% | -4.1% | -8.9% | -19.2% | +5.2% | +10.8% | -17.8% | -7.6% | |
| 10-Day Volatility | 14.70% | -9.6% | +3.5% | -48.5% | -39.5% | +1.7% | -29.4% | +50.9% | |
| 1-Month Volatility | 15.12% | -3.5% | -20.4% | -29.1% | -18.5% | -9.5% | -28.9% | +28.9% | |
| 1-Year Volatility | 20.05% | +0.1% | -0.6% | +1.8% | -10.5% | -10.1% | -45.7% | -3.7% | |
| 14-Day RSI | 30.97 | -4.4% | -46.1% | -43.4% | -34.0% | -55.7% | -44.0% | -30.0% | |
| Beta | 0.56 | 0.0% | 0.0% | -8.2% | -18.8% | -20.0% | -53.3% | -20.0% | |
| ATR | $0.36 | +0.9% | -15.1% | -13.0% | -3.0% | +19.4% | +3.0% | -29.6% | |
| Price | $21.90 | -0.5% | -5.4% | -0.5% | -2.1% | -1.1% | +8.6% | -35.7% | |
| 200-Day SMA | $22.57 | 0.0% | +0.7% | +2.1% | +9.7% | +13.1% | +10.9% | -34.9% | |
| 50-Day SMA | $22.88 | -0.0% | +1.9% | +4.0% | +3.7% | +10.9% | +15.2% | -33.4% | |
| 20-Day SMA | $22.94 | -0.3% | +0.4% | +6.6% | +1.2% | +7.7% | +16.3% | -33.5% |
3-Month Volatility History
FAQ
- What is the current 3-month volatility of NLY?
- As of today, NLY 3-month volatility is 18.58%
- 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 23.84% on March 30, 2026
- What is NLY 3-month volatility 1-year low?
- NLY 3-month volatility reached a 1-year low of 16.44% on September 15, 2025
1-Year
20.05%
Summary
- Current Value
- As of today, NLY 1-year volatility is 20.05%, up +0.05% 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 19.14% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 20.05% | +0.1% | -0.6% | +1.8% | -10.5% | -10.1% | -45.7% | -3.7% | |
| 10-Day Volatility | 14.70% | -9.6% | +3.5% | -48.5% | -39.5% | +1.7% | -29.4% | +50.9% | |
| 1-Month Volatility | 15.12% | -3.5% | -20.4% | -29.1% | -18.5% | -9.5% | -28.9% | +28.9% | |
| 3-Month Volatility | 18.58% | -4.1% | -8.9% | -19.2% | +5.2% | +10.8% | -17.8% | -7.6% | |
| 1-Year Volatility | 20.05% | +0.1% | -0.6% | +1.8% | -10.5% | -10.1% | -45.7% | -3.7% | |
| 14-Day RSI | 30.97 | -4.4% | -46.1% | -43.4% | -34.0% | -55.7% | -44.0% | -30.0% | |
| Beta | 0.56 | 0.0% | 0.0% | -8.2% | -18.8% | -20.0% | -53.3% | -20.0% | |
| ATR | $0.36 | +0.9% | -15.1% | -13.0% | -3.0% | +19.4% | +3.0% | -29.6% | |
| Price | $21.90 | -0.5% | -5.4% | -0.5% | -2.1% | -1.1% | +8.6% | -35.7% | |
| 200-Day SMA | $22.57 | 0.0% | +0.7% | +2.1% | +9.7% | +13.1% | +10.9% | -34.9% | |
| 50-Day SMA | $22.88 | -0.0% | +1.9% | +4.0% | +3.7% | +10.9% | +15.2% | -33.4% | |
| 20-Day SMA | $22.94 | -0.3% | +0.4% | +6.6% | +1.2% | +7.7% | +16.3% | -33.5% |
1-Year Volatility History
FAQ
- What is the current 1-year volatility of NLY?
- As of today, NLY 1-year volatility is 20.05%
- 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 19.14% on June 5, 2026
Data Sources & References
- NLY Official Website www.annaly.com
- 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
