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Annaly Capital Management, Inc. logo

NLY stock Historical Volatility

10-Day

21.45%

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

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Series
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Performance

NLY Performance
MetricDateValue1D1M3MYTD1Y3Y5Y
10-Day Volatility21.45%-10.6%+25.1%-11.1%-11.7%-60.5%-17.1%+24.2%
1-Month Volatility28.34%+0.9%+102.4%+32.1%+52.8%-29.9%+6.4%+64.3%
3-Month Volatility22.92%-0.8%+11.4%+27.6%+29.8%-24.3%-23.7%+10.8%
1-Year Volatility20.02%-7.4%-10.6%-10.1%-10.7%-9.0%-49.1%-34.6%
14-Day RSI55.10+0.9%+34.5%+23.5%+17.4%+119.9%+27.3%+11.9%
Beta0.79+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

DateValueChange
21.45%-11.7%
24.29%+10.2%
22.04%-13.8%
25.57%-8.3%
27.88%-6.0%
29.66%+81.4%
16.35%-20.9%
20.67%-34.7%
31.63%+82.5%
17.33%-33.2%
25.96%+17.6%
22.07%+16.2%
18.99%-44.6%
34.25%+65.6%
20.68%-11.5%
DateValueChange
23.37%+56.0%
14.98%-28.2%
20.87%-62.2%
55.21%+97.5%
27.96%+217.0%
8.82%-21.3%
11.21%-50.0%
22.44%-26.5%
30.52%+23.0%
24.81%-43.1%
43.64%+14.7%
38.05%+15.5%
32.93%-39.1%
54.09%+51.7%
35.66%-

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

Data Sources & References

  1. NLY Official Website www.annaly.com
  2. Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1043219/000104321926000008/0001043219-26-000008-index.htm
  3. Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1043219/000104321926000007/0001043219-26-000007-index.htm
  4. NLY Profile on Yahoo Finance finance.yahoo.com/quote/NLY
  5. NLY Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/nly