10-Day
21.39%
Summary
- Current Value
- As of today, NLY 10-day volatility is 21.39%, down -4.42% 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 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 | 21.39% | -4.4% | -25.5% | -12.3% | -11.9% | +90.5% | +24.5% | -39.6% | |
| 1-Month Volatility | 23.02% | +3.0% | +0.1% | +0.3% | +24.1% | +34.7% | -7.4% | -13.2% | |
| 3-Month Volatility | 20.46% | +1.5% | -1.3% | -9.7% | +15.9% | +5.2% | -22.2% | -1.1% | |
| 1-Year Volatility | 20.25% | +0.4% | +2.3% | +1.1% | -9.6% | -8.4% | -45.3% | -4.8% | |
| 14-Day RSI | 51.63 | -8.0% | -6.8% | -10.4% | +10.0% | -16.1% | -0.8% | +23.5% | |
| Beta | 0.59 | +1.7% | -1.7% | -11.9% | -14.5% | -11.9% | -48.7% | -3.3% | |
| ATR | $0.44 | +2.5% | +4.5% | -9.0% | +18.9% | +45.8% | +10.4% | -41.6% | |
| Price | $22.70 | -1.4% | +2.2% | +0.4% | +1.5% | +13.7% | +13.0% | -34.0% | |
| 200-Day SMA | $22.24 | +0.1% | +0.5% | +2.0% | +8.2% | +12.9% | +10.9% | -34.2% | |
| 50-Day SMA | $22.15 | +0.0% | +0.3% | -0.4% | +0.4% | +14.7% | +12.6% | -39.0% | |
| 20-Day SMA | $22.71 | +0.1% | +4.8% | +4.3% | +0.2% | +16.5% | +13.7% | -35.5% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of NLY?
As of today, NLY 10-day volatility is 21.39%
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 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
23.02%
Summary
- Current Value
- As of today, NLY 1-month volatility is 23.02%, up +2.95% 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 | 23.02% | +3.0% | +0.1% | +0.3% | +24.1% | +34.7% | -7.4% | -13.2% | |
| 10-Day Volatility | 21.39% | -4.4% | -25.5% | -12.3% | -11.9% | +90.5% | +24.5% | -39.6% | |
| 3-Month Volatility | 20.46% | +1.5% | -1.3% | -9.7% | +15.9% | +5.2% | -22.2% | -1.1% | |
| 1-Year Volatility | 20.25% | +0.4% | +2.3% | +1.1% | -9.6% | -8.4% | -45.3% | -4.8% | |
| 14-Day RSI | 51.63 | -8.0% | -6.8% | -10.4% | +10.0% | -16.1% | -0.8% | +23.5% | |
| Beta | 0.59 | +1.7% | -1.7% | -11.9% | -14.5% | -11.9% | -48.7% | -3.3% | |
| ATR | $0.44 | +2.5% | +4.5% | -9.0% | +18.9% | +45.8% | +10.4% | -41.6% | |
| Price | $22.70 | -1.4% | +2.2% | +0.4% | +1.5% | +13.7% | +13.0% | -34.0% | |
| 200-Day SMA | $22.24 | +0.1% | +0.5% | +2.0% | +8.2% | +12.9% | +10.9% | -34.2% | |
| 50-Day SMA | $22.15 | +0.0% | +0.3% | -0.4% | +0.4% | +14.7% | +12.6% | -39.0% | |
| 20-Day SMA | $22.71 | +0.1% | +4.8% | +4.3% | +0.2% | +16.5% | +13.7% | -35.5% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of NLY?
As of today, NLY 1-month volatility is 23.02%
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
20.46%
Summary
- Current Value
- As of today, NLY 3-month volatility is 20.46%, up +1.49% 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 15.79% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 20.46% | +1.5% | -1.3% | -9.7% | +15.9% | +5.2% | -22.2% | -1.1% | |
| 10-Day Volatility | 21.39% | -4.4% | -25.5% | -12.3% | -11.9% | +90.5% | +24.5% | -39.6% | |
| 1-Month Volatility | 23.02% | +3.0% | +0.1% | +0.3% | +24.1% | +34.7% | -7.4% | -13.2% | |
| 1-Year Volatility | 20.25% | +0.4% | +2.3% | +1.1% | -9.6% | -8.4% | -45.3% | -4.8% | |
| 14-Day RSI | 51.63 | -8.0% | -6.8% | -10.4% | +10.0% | -16.1% | -0.8% | +23.5% | |
| Beta | 0.59 | +1.7% | -1.7% | -11.9% | -14.5% | -11.9% | -48.7% | -3.3% | |
| ATR | $0.44 | +2.5% | +4.5% | -9.0% | +18.9% | +45.8% | +10.4% | -41.6% | |
| Price | $22.70 | -1.4% | +2.2% | +0.4% | +1.5% | +13.7% | +13.0% | -34.0% | |
| 200-Day SMA | $22.24 | +0.1% | +0.5% | +2.0% | +8.2% | +12.9% | +10.9% | -34.2% | |
| 50-Day SMA | $22.15 | +0.0% | +0.3% | -0.4% | +0.4% | +14.7% | +12.6% | -39.0% | |
| 20-Day SMA | $22.71 | +0.1% | +4.8% | +4.3% | +0.2% | +16.5% | +13.7% | -35.5% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of NLY?
As of today, NLY 3-month volatility is 20.46%
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 15.79% on August 21, 2025
1-Year
20.25%
Summary
- Current Value
- As of today, NLY 1-year volatility is 20.25%, up +0.40% 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 | 20.25% | +0.4% | +2.3% | +1.1% | -9.6% | -8.4% | -45.3% | -4.8% | |
| 10-Day Volatility | 21.39% | -4.4% | -25.5% | -12.3% | -11.9% | +90.5% | +24.5% | -39.6% | |
| 1-Month Volatility | 23.02% | +3.0% | +0.1% | +0.3% | +24.1% | +34.7% | -7.4% | -13.2% | |
| 3-Month Volatility | 20.46% | +1.5% | -1.3% | -9.7% | +15.9% | +5.2% | -22.2% | -1.1% | |
| 1-Year Volatility | 20.25% | +0.4% | +2.3% | +1.1% | -9.6% | -8.4% | -45.3% | -4.8% | |
| 14-Day RSI | 51.63 | -8.0% | -6.8% | -10.4% | +10.0% | -16.1% | -0.8% | +23.5% | |
| Beta | 0.59 | +1.7% | -1.7% | -11.9% | -14.5% | -11.9% | -48.7% | -3.3% | |
| ATR | $0.44 | +2.5% | +4.5% | -9.0% | +18.9% | +45.8% | +10.4% | -41.6% | |
| Price | $22.70 | -1.4% | +2.2% | +0.4% | +1.5% | +13.7% | +13.0% | -34.0% | |
| 200-Day SMA | $22.24 | +0.1% | +0.5% | +2.0% | +8.2% | +12.9% | +10.9% | -34.2% | |
| 50-Day SMA | $22.15 | +0.0% | +0.3% | -0.4% | +0.4% | +14.7% | +12.6% | -39.0% | |
| 20-Day SMA | $22.71 | +0.1% | +4.8% | +4.3% | +0.2% | +16.5% | +13.7% | -35.5% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of NLY?
As of today, NLY 1-year volatility is 20.25%
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