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Annaly Capital Management, Inc. logo

NLY stock Historical Volatility

10-Day

12.31%

Summary

Current Value
As of today, NLY 10-day volatility is 12.31%, up +3.45% 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

NLY Performance
MetricDateValue1D1M3MYTD1Y3Y5Y
10-Day Volatility12.31%+3.5%-51.3%+40.7%-49.3%+21.3%-20.0%-49.4%
1-Month Volatility14.95%+2.3%-36.2%-23.7%-19.4%-26.4%-44.1%-20.1%
3-Month Volatility21.61%+1.4%-4.8%+5.5%+22.4%-29.9%-23.3%+16.5%
1-Year Volatility19.71%+0.4%-1.9%-12.5%-12.1%-12.2%-49.2%-23.1%
14-Day RSI33.30-9.3%-43.0%-31.3%-29.0%-40.0%-35.5%-44.4%
Beta0.660.0%-2.9%0.0%-4.3%-1.5%-40.5%-10.8%
ATR$0.38-0.6%-21.7%-15.8%+2.2%-5.4%-14.0%-39.4%
Price$21.58+1.4%-4.8%-6.3%-3.5%+9.6%+12.6%-41.6%
200-Day SMA$22.03+0.0%+1.1%+3.9%+7.1%+10.8%+4.3%-32.0%
50-Day SMA$22.03-0.1%-1.0%-4.5%-0.1%+12.0%+16.1%-38.0%

10-Day Volatility History

DateValueChange
12.31%-49.3%
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 12.31%

  • 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

Data Sources & References

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