10-Day
13.84%
Summary
- Current Value
- As of today, NLY 10-day volatility is 13.84%, down -2.60% 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
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 13.84% | -2.6% | -48.0% | -21.3% | -43.0% | -18.8% | -22.7% | -16.3% | |
| 1-Month Volatility | 18.59% | -2.2% | -16.6% | -3.2% | +0.2% | +16.8% | -13.9% | -27.5% | |
| 3-Month Volatility | 20.36% | -0.2% | -1.1% | -4.2% | +15.3% | +13.5% | -16.9% | -0.8% | |
| 1-Year Volatility | 20.16% | -0.1% | +0.9% | +2.9% | -10.0% | -7.9% | -45.4% | -4.5% | |
| 14-Day RSI | 56.34 | -1.9% | -2.1% | +17.0% | +20.1% | -2.2% | +18.4% | +10.4% | |
| Beta | 0.56 | 0.0% | -3.5% | -13.8% | -18.8% | -16.4% | -51.7% | -11.1% | |
| ATR | $0.41 | -2.0% | +1.7% | +6.1% | +11.8% | +30.4% | +3.7% | -37.3% | |
| Price | $23.11 | -0.1% | +1.1% | +3.6% | +3.4% | +12.2% | +16.3% | -32.8% | |
| 200-Day SMA | $22.41 | +0.1% | +1.1% | +1.8% | +9.0% | +13.4% | +10.4% | -34.5% | |
| 50-Day SMA | $22.48 | +0.1% | +1.7% | +1.6% | +1.9% | +13.9% | +12.0% | -36.4% | |
| 20-Day SMA | $22.83 | -0.0% | +1.6% | +1.1% | +0.7% | +11.7% | +13.4% | -32.6% |
10-Day Volatility History
FAQ
- What is the current 10-day volatility of NLY?
- As of today, NLY 10-day volatility is 13.84%
- 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
1-Month
18.59%
Summary
- Current Value
- As of today, NLY 1-month volatility is 18.59%, down -2.16% 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 | 18.59% | -2.2% | -16.6% | -3.2% | +0.2% | +16.8% | -13.9% | -27.5% | |
| 10-Day Volatility | 13.84% | -2.6% | -48.0% | -21.3% | -43.0% | -18.8% | -22.7% | -16.3% | |
| 3-Month Volatility | 20.36% | -0.2% | -1.1% | -4.2% | +15.3% | +13.5% | -16.9% | -0.8% | |
| 1-Year Volatility | 20.16% | -0.1% | +0.9% | +2.9% | -10.0% | -7.9% | -45.4% | -4.5% | |
| 14-Day RSI | 56.34 | -1.9% | -2.1% | +17.0% | +20.1% | -2.2% | +18.4% | +10.4% | |
| Beta | 0.56 | 0.0% | -3.5% | -13.8% | -18.8% | -16.4% | -51.7% | -11.1% | |
| ATR | $0.41 | -2.0% | +1.7% | +6.1% | +11.8% | +30.4% | +3.7% | -37.3% | |
| Price | $23.11 | -0.1% | +1.1% | +3.6% | +3.4% | +12.2% | +16.3% | -32.8% | |
| 200-Day SMA | $22.41 | +0.1% | +1.1% | +1.8% | +9.0% | +13.4% | +10.4% | -34.5% | |
| 50-Day SMA | $22.48 | +0.1% | +1.7% | +1.6% | +1.9% | +13.9% | +12.0% | -36.4% | |
| 20-Day SMA | $22.83 | -0.0% | +1.6% | +1.1% | +0.7% | +11.7% | +13.4% | -32.6% |
1-Month Volatility History
FAQ
- What is the current 1-month volatility of NLY?
- As of today, NLY 1-month volatility is 18.59%
- 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
20.36%
Summary
- Current Value
- As of today, NLY 3-month volatility is 20.36%, down -0.20% 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 | 20.36% | -0.2% | -1.1% | -4.2% | +15.3% | +13.5% | -16.9% | -0.8% | |
| 10-Day Volatility | 13.84% | -2.6% | -48.0% | -21.3% | -43.0% | -18.8% | -22.7% | -16.3% | |
| 1-Month Volatility | 18.59% | -2.2% | -16.6% | -3.2% | +0.2% | +16.8% | -13.9% | -27.5% | |
| 1-Year Volatility | 20.16% | -0.1% | +0.9% | +2.9% | -10.0% | -7.9% | -45.4% | -4.5% | |
| 14-Day RSI | 56.34 | -1.9% | -2.1% | +17.0% | +20.1% | -2.2% | +18.4% | +10.4% | |
| Beta | 0.56 | 0.0% | -3.5% | -13.8% | -18.8% | -16.4% | -51.7% | -11.1% | |
| ATR | $0.41 | -2.0% | +1.7% | +6.1% | +11.8% | +30.4% | +3.7% | -37.3% | |
| Price | $23.11 | -0.1% | +1.1% | +3.6% | +3.4% | +12.2% | +16.3% | -32.8% | |
| 200-Day SMA | $22.41 | +0.1% | +1.1% | +1.8% | +9.0% | +13.4% | +10.4% | -34.5% | |
| 50-Day SMA | $22.48 | +0.1% | +1.7% | +1.6% | +1.9% | +13.9% | +12.0% | -36.4% | |
| 20-Day SMA | $22.83 | -0.0% | +1.6% | +1.1% | +0.7% | +11.7% | +13.4% | -32.6% |
3-Month Volatility History
FAQ
- What is the current 3-month volatility of NLY?
- As of today, NLY 3-month volatility is 20.36%
- 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
20.16%
Summary
- Current Value
- As of today, NLY 1-year volatility is 20.16%, down -0.10% 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 | 20.16% | -0.1% | +0.9% | +2.9% | -10.0% | -7.9% | -45.4% | -4.5% | |
| 10-Day Volatility | 13.84% | -2.6% | -48.0% | -21.3% | -43.0% | -18.8% | -22.7% | -16.3% | |
| 1-Month Volatility | 18.59% | -2.2% | -16.6% | -3.2% | +0.2% | +16.8% | -13.9% | -27.5% | |
| 3-Month Volatility | 20.36% | -0.2% | -1.1% | -4.2% | +15.3% | +13.5% | -16.9% | -0.8% | |
| 1-Year Volatility | 20.16% | -0.1% | +0.9% | +2.9% | -10.0% | -7.9% | -45.4% | -4.5% | |
| 14-Day RSI | 56.34 | -1.9% | -2.1% | +17.0% | +20.1% | -2.2% | +18.4% | +10.4% | |
| Beta | 0.56 | 0.0% | -3.5% | -13.8% | -18.8% | -16.4% | -51.7% | -11.1% | |
| ATR | $0.41 | -2.0% | +1.7% | +6.1% | +11.8% | +30.4% | +3.7% | -37.3% | |
| Price | $23.11 | -0.1% | +1.1% | +3.6% | +3.4% | +12.2% | +16.3% | -32.8% | |
| 200-Day SMA | $22.41 | +0.1% | +1.1% | +1.8% | +9.0% | +13.4% | +10.4% | -34.5% | |
| 50-Day SMA | $22.48 | +0.1% | +1.7% | +1.6% | +1.9% | +13.9% | +12.0% | -36.4% | |
| 20-Day SMA | $22.83 | -0.0% | +1.6% | +1.1% | +0.7% | +11.7% | +13.4% | -32.6% |
1-Year Volatility History
FAQ
- What is the current 1-year volatility of NLY?
- As of today, NLY 1-year volatility is 20.16%
- 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
