10-Day
9.63%
Summary
- Current Value
- As of today, NLY 10-day volatility is 9.63%, down -0.21% 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 60.69% on
- 1-Year Low
- NLY 10-day volatility reached a 1-year low of 8.73% on
10-Day Volatility Chart
Add series to chart1/6
Series
SUGGESTED SERIES
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 9.63% | -0.2% | -59.8% | -39.6% | -60.4% | -15.7% | -56.1% | -62.8% | |
| 1-Month Volatility | 10.76% | -47.3% | -54.6% | -37.0% | -42.0% | -33.3% | -66.3% | -57.1% | |
| 3-Month Volatility | 20.13% | +1.5% | +6.7% | +7.5% | +14.0% | +6.2% | -23.8% | +0.3% | |
| 1-Year Volatility | 22.57% | +0.0% | +0.8% | +0.6% | +0.7% | +20.4% | -41.4% | -63.3% | |
| 14-Day RSI | 53.47 | -1.8% | -19.4% | -23.8% | +14.0% | -25.4% | +54.0% | +12.7% | |
| Beta | 0.66 | 0.0% | -2.9% | -4.3% | -4.3% | +4.8% | -29.0% | -37.1% | |
| ATR | $0.45 | -2.4% | +4.7% | +27.3% | +22.9% | +45.0% | -25.7% | -41.0% | |
| Price | $23.24 | -0.2% | -4.6% | +2.5% | +3.9% | +7.0% | +12.2% | -30.1% | |
| 200-Day SMA | $21.31 | +0.1% | +2.3% | +4.3% | +3.6% | +7.3% | -7.1% | -28.9% | |
| 50-Day SMA | $23.15 | +0.1% | +1.5% | +9.2% | +5.0% | +16.7% | +4.3% | -30.8% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of NLY?
As of today, NLY 10-day volatility is 9.63%
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 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
1-Month
10.76%
Summary
- Current Value
- As of today, NLY 1-month volatility is 10.76%, down -47.31% on
- Value Category
- Based on its current 1-month historical volatility, NLY falls into the very low volatility category
- 1-Year High
- NLY 1-month volatility reached a 1-year high of 48.61% on
- 1-Year Low
- NLY 1-month volatility reached a 1-year low of 10.76% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 10.76% | -47.3% | -54.6% | -37.0% | -42.0% | -33.3% | -66.3% | -57.1% | |
| 10-Day Volatility | 9.63% | -0.2% | -59.8% | -39.6% | -60.4% | -15.7% | -56.1% | -62.8% | |
| 3-Month Volatility | 20.13% | +1.5% | +6.7% | +7.5% | +14.0% | +6.2% | -23.8% | +0.3% | |
| 1-Year Volatility | 22.57% | +0.0% | +0.8% | +0.6% | +0.7% | +20.4% | -41.4% | -63.3% | |
| 14-Day RSI | 53.47 | -1.8% | -19.4% | -23.8% | +14.0% | -25.4% | +54.0% | +12.7% | |
| Beta | 0.66 | 0.0% | -2.9% | -4.3% | -4.3% | +4.8% | -29.0% | -37.1% | |
| ATR | $0.45 | -2.4% | +4.7% | +27.3% | +22.9% | +45.0% | -25.7% | -41.0% | |
| Price | $23.24 | -0.2% | -4.6% | +2.5% | +3.9% | +7.0% | +12.2% | -30.1% | |
| 200-Day SMA | $21.31 | +0.1% | +2.3% | +4.3% | +3.6% | +7.3% | -7.1% | -28.9% | |
| 50-Day SMA | $23.15 | +0.1% | +1.5% | +9.2% | +5.0% | +16.7% | +4.3% | -30.8% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of NLY?
As of today, NLY 1-month volatility is 10.76%
What 1-month volatility category does NLY fall into?
Based on its current 1-month historical volatility, NLY falls into the very low volatility category
What is NLY 1-month volatility 1-year high?
NLY 1-month volatility reached a 1-year high of 48.61% on April 28, 2025
What is NLY 1-month volatility 1-year low?
NLY 1-month volatility reached a 1-year low of 10.76% on February 27, 2026
3-Month
20.13%
Summary
- Current Value
- As of today, NLY 3-month volatility is 20.13%, up +1.46% 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 32.39% 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 | 20.13% | +1.5% | +6.7% | +7.5% | +14.0% | +6.2% | -23.8% | +0.3% | |
| 10-Day Volatility | 9.63% | -0.2% | -59.8% | -39.6% | -60.4% | -15.7% | -56.1% | -62.8% | |
| 1-Month Volatility | 10.76% | -47.3% | -54.6% | -37.0% | -42.0% | -33.3% | -66.3% | -57.1% | |
| 1-Year Volatility | 22.57% | +0.0% | +0.8% | +0.6% | +0.7% | +20.4% | -41.4% | -63.3% | |
| 14-Day RSI | 53.47 | -1.8% | -19.4% | -23.8% | +14.0% | -25.4% | +54.0% | +12.7% | |
| Beta | 0.66 | 0.0% | -2.9% | -4.3% | -4.3% | +4.8% | -29.0% | -37.1% | |
| ATR | $0.45 | -2.4% | +4.7% | +27.3% | +22.9% | +45.0% | -25.7% | -41.0% | |
| Price | $23.24 | -0.2% | -4.6% | +2.5% | +3.9% | +7.0% | +12.2% | -30.1% | |
| 200-Day SMA | $21.31 | +0.1% | +2.3% | +4.3% | +3.6% | +7.3% | -7.1% | -28.9% | |
| 50-Day SMA | $23.15 | +0.1% | +1.5% | +9.2% | +5.0% | +16.7% | +4.3% | -30.8% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of NLY?
As of today, NLY 3-month volatility is 20.13%
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 32.39% on May 27, 2025
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
22.57%
Summary
- Current Value
- As of today, NLY 1-year volatility is 22.57%, up +0.04% 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 22.91% on
- 1-Year Low
- NLY 1-year volatility reached a 1-year low of 18.72% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 22.57% | +0.0% | +0.8% | +0.6% | +0.7% | +20.4% | -41.4% | -63.3% | |
| 10-Day Volatility | 9.63% | -0.2% | -59.8% | -39.6% | -60.4% | -15.7% | -56.1% | -62.8% | |
| 1-Month Volatility | 10.76% | -47.3% | -54.6% | -37.0% | -42.0% | -33.3% | -66.3% | -57.1% | |
| 3-Month Volatility | 20.13% | +1.5% | +6.7% | +7.5% | +14.0% | +6.2% | -23.8% | +0.3% | |
| 1-Year Volatility | 22.57% | +0.0% | +0.8% | +0.6% | +0.7% | +20.4% | -41.4% | -63.3% | |
| 14-Day RSI | 53.47 | -1.8% | -19.4% | -23.8% | +14.0% | -25.4% | +54.0% | +12.7% | |
| Beta | 0.66 | 0.0% | -2.9% | -4.3% | -4.3% | +4.8% | -29.0% | -37.1% | |
| ATR | $0.45 | -2.4% | +4.7% | +27.3% | +22.9% | +45.0% | -25.7% | -41.0% | |
| Price | $23.24 | -0.2% | -4.6% | +2.5% | +3.9% | +7.0% | +12.2% | -30.1% | |
| 200-Day SMA | $21.31 | +0.1% | +2.3% | +4.3% | +3.6% | +7.3% | -7.1% | -28.9% | |
| 50-Day SMA | $23.15 | +0.1% | +1.5% | +9.2% | +5.0% | +16.7% | +4.3% | -30.8% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of NLY?
As of today, NLY 1-year volatility is 22.57%
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 22.91% on May 21, 2025
What is NLY 1-year volatility 1-year low?
NLY 1-year volatility reached a 1-year low of 18.72% on February 28, 2025
Data Sources & References
- NLY Official Website www.annaly.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1043219/000104321926000008/0001043219-26-000008-index.htm
- 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