10-Day
27.91%
Summary
- Current Value
- As of today, NLY 10-day volatility is 27.91%, down -0.43% on
- Value Category
- Based on its current 10-day historical volatility, NLY falls into the moderate volatility category
- 1-Year High
- NLY 10-day volatility reached a 1-year high of 38.88% 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 | 27.91% | -0.4% | +40.2% | +38.5% | +14.9% | +30.6% | +12.0% | +297.0% | |
| 1-Month Volatility | 33.69% | +4.4% | +115.5% | +47.8% | +81.6% | +53.6% | +31.4% | +111.2% | |
| 3-Month Volatility | 23.72% | +2.3% | +26.0% | +16.6% | +34.3% | +26.0% | -2.4% | +60.9% | |
| 1-Year Volatility | 21.53% | +0.1% | +7.2% | +7.0% | -3.9% | -4.0% | -26.3% | +9.5% | |
| 14-Day RSI | 37.56 | +18.8% | +27.4% | -18.7% | -19.9% | -23.7% | +71.6% | -33.5% | |
| Beta | 0.55 | -3.5% | -5.2% | -5.2% | -20.3% | -21.4% | -53.4% | -12.7% | |
| ATR | $0.49 | +1.3% | +26.5% | +10.2% | +32.5% | +35.8% | +9.4% | +8.0% | |
| Price | $18.22 | -0.7% | -13.4% | -18.4% | -18.5% | -12.8% | +13.2% | -47.6% | |
| 200-Day SMA | $22.09 | -0.1% | -1.9% | -0.8% | +7.4% | +9.4% | +11.0% | -36.6% | |
| 50-Day SMA | $20.91 | -0.5% | -7.7% | -5.6% | -5.2% | -1.0% | +9.7% | -39.4% | |
| 20-Day SMA | $18.61 | -0.6% | -15.9% | -18.2% | -17.9% | -10.5% | +4.6% | -45.8% |
10-Day Volatility History
FAQ
- What is the current 10-day volatility of NLY?
- As of today, NLY 10-day volatility is 27.91%
- What 10-day volatility category does NLY fall into?
- Based on its current 10-day historical volatility, NLY falls into the moderate volatility category
- What is NLY 10-day volatility 1-year high?
- NLY 10-day volatility reached a 1-year high of 38.88% on October 12, 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
33.69%
Summary
- Current Value
- As of today, NLY 1-month volatility is 33.69%, up +4.37% on
- Value Category
- Based on its current 1-month historical volatility, NLY falls into the moderate volatility category
- 1-Year High
- NLY 1-month volatility reached a 1-year high of 33.69% 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 | 33.69% | +4.4% | +115.5% | +47.8% | +81.6% | +53.6% | +31.4% | +111.2% | |
| 10-Day Volatility | 27.91% | -0.4% | +40.2% | +38.5% | +14.9% | +30.6% | +12.0% | +297.0% | |
| 3-Month Volatility | 23.72% | +2.3% | +26.0% | +16.6% | +34.3% | +26.0% | -2.4% | +60.9% | |
| 1-Year Volatility | 21.53% | +0.1% | +7.2% | +7.0% | -3.9% | -4.0% | -26.3% | +9.5% | |
| 14-Day RSI | 37.56 | +18.8% | +27.4% | -18.7% | -19.9% | -23.7% | +71.6% | -33.5% | |
| Beta | 0.55 | -3.5% | -5.2% | -5.2% | -20.3% | -21.4% | -53.4% | -12.7% | |
| ATR | $0.49 | +1.3% | +26.5% | +10.2% | +32.5% | +35.8% | +9.4% | +8.0% | |
| Price | $18.22 | -0.7% | -13.4% | -18.4% | -18.5% | -12.8% | +13.2% | -47.6% | |
| 200-Day SMA | $22.09 | -0.1% | -1.9% | -0.8% | +7.4% | +9.4% | +11.0% | -36.6% | |
| 50-Day SMA | $20.91 | -0.5% | -7.7% | -5.6% | -5.2% | -1.0% | +9.7% | -39.4% | |
| 20-Day SMA | $18.61 | -0.6% | -15.9% | -18.2% | -17.9% | -10.5% | +4.6% | -45.8% |
1-Month Volatility History
FAQ
- What is the current 1-month volatility of NLY?
- As of today, NLY 1-month volatility is 33.69%
- What 1-month volatility category does NLY fall into?
- Based on its current 1-month historical volatility, NLY falls into the moderate volatility category
- What is NLY 1-month volatility 1-year high?
- NLY 1-month volatility reached a 1-year high of 33.69% on October 23, 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
23.72%
Summary
- Current Value
- As of today, NLY 3-month volatility is 23.72%, up +2.29% 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 16.97% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 23.72% | +2.3% | +26.0% | +16.6% | +34.3% | +26.0% | -2.4% | +60.9% | |
| 10-Day Volatility | 27.91% | -0.4% | +40.2% | +38.5% | +14.9% | +30.6% | +12.0% | +297.0% | |
| 1-Month Volatility | 33.69% | +4.4% | +115.5% | +47.8% | +81.6% | +53.6% | +31.4% | +111.2% | |
| 1-Year Volatility | 21.53% | +0.1% | +7.2% | +7.0% | -3.9% | -4.0% | -26.3% | +9.5% | |
| 14-Day RSI | 37.56 | +18.8% | +27.4% | -18.7% | -19.9% | -23.7% | +71.6% | -33.5% | |
| Beta | 0.55 | -3.5% | -5.2% | -5.2% | -20.3% | -21.4% | -53.4% | -12.7% | |
| ATR | $0.49 | +1.3% | +26.5% | +10.2% | +32.5% | +35.8% | +9.4% | +8.0% | |
| Price | $18.22 | -0.7% | -13.4% | -18.4% | -18.5% | -12.8% | +13.2% | -47.6% | |
| 200-Day SMA | $22.09 | -0.1% | -1.9% | -0.8% | +7.4% | +9.4% | +11.0% | -36.6% | |
| 50-Day SMA | $20.91 | -0.5% | -7.7% | -5.6% | -5.2% | -1.0% | +9.7% | -39.4% | |
| 20-Day SMA | $18.61 | -0.6% | -15.9% | -18.2% | -17.9% | -10.5% | +4.6% | -45.8% |
3-Month Volatility History
FAQ
- What is the current 3-month volatility of NLY?
- As of today, NLY 3-month volatility is 23.72%
- 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 16.97% on December 30, 2025
1-Year
21.53%
Summary
- Current Value
- As of today, NLY 1-year volatility is 21.53%, 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 | 21.53% | +0.1% | +7.2% | +7.0% | -3.9% | -4.0% | -26.3% | +9.5% | |
| 10-Day Volatility | 27.91% | -0.4% | +40.2% | +38.5% | +14.9% | +30.6% | +12.0% | +297.0% | |
| 1-Month Volatility | 33.69% | +4.4% | +115.5% | +47.8% | +81.6% | +53.6% | +31.4% | +111.2% | |
| 3-Month Volatility | 23.72% | +2.3% | +26.0% | +16.6% | +34.3% | +26.0% | -2.4% | +60.9% | |
| 1-Year Volatility | 21.53% | +0.1% | +7.2% | +7.0% | -3.9% | -4.0% | -26.3% | +9.5% | |
| 14-Day RSI | 37.56 | +18.8% | +27.4% | -18.7% | -19.9% | -23.7% | +71.6% | -33.5% | |
| Beta | 0.55 | -3.5% | -5.2% | -5.2% | -20.3% | -21.4% | -53.4% | -12.7% | |
| ATR | $0.49 | +1.3% | +26.5% | +10.2% | +32.5% | +35.8% | +9.4% | +8.0% | |
| Price | $18.22 | -0.7% | -13.4% | -18.4% | -18.5% | -12.8% | +13.2% | -47.6% | |
| 200-Day SMA | $22.09 | -0.1% | -1.9% | -0.8% | +7.4% | +9.4% | +11.0% | -36.6% | |
| 50-Day SMA | $20.91 | -0.5% | -7.7% | -5.6% | -5.2% | -1.0% | +9.7% | -39.4% | |
| 20-Day SMA | $18.61 | -0.6% | -15.9% | -18.2% | -17.9% | -10.5% | +4.6% | -45.8% |
1-Year Volatility History
FAQ
- What is the current 1-year volatility of NLY?
- As of today, NLY 1-year volatility is 21.53%
- 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
