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Annaly Capital Management, Inc. logo

NLY stock Historical Volatility

10-Day

13.40%

Summary

Current Value
As of today, NLY 10-day volatility is 13.40%, down -12.19% 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 Volatility13.40%-12.2%-25.2%+32.1%-44.8%-5.9%-62.5%+48.1%
1-Month Volatility13.54%-1.2%-35.4%+43.3%-27.0%-33.9%-49.5%-22.5%
3-Month Volatility21.55%-0.7%+1.8%+7.7%+22.0%-31.8%-26.9%+25.7%
1-Year Volatility19.14%-0.3%-2.5%-14.7%-14.6%-15.6%-51.1%-22.1%
14-Day RSI35.97-2.0%-28.1%-23.7%-23.3%-20.0%-38.2%-46.6%
Beta0.61-3.2%-6.2%-7.6%-11.6%-9.0%-46.5%-12.9%
ATR$0.35-2.5%-15.6%-25.5%-4.0%-4.4%-25.2%-29.8%
Price$21.22-0.2%-5.2%-7.6%-5.1%+12.4%+8.4%-43.9%
200-Day SMA$22.08+0.0%+0.6%+3.3%+7.4%+11.4%+6.5%-32.6%
50-Day SMA$21.960.0%-1.1%-5.3%-0.5%+15.0%+15.3%-39.0%
20-Day SMA$21.69-0.6%-3.6%-5.6%-4.3%+12.9%+14.9%-41.2%

10-Day Volatility History

DateValueChange
13.40%-44.8%
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 13.40%

  • 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