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Annaly Capital Management, Inc. logo

NLY stock Historical Volatility

10-Day

34.63%

Summary

Current Value
As of today, NLY 10-day volatility is 34.63%, up +21.94% 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

NLY Performance
MetricDateValue1D1M3MYTD1Y3Y5Y
10-Day Volatility34.63%+21.9%-10.3%+130.4%+42.6%+112.5%-2.8%+102.2%
1-Month Volatility29.69%+16.1%+4.2%+63.1%+60.0%+66.9%-24.8%+116.9%
3-Month Volatility25.58%+4.5%+15.5%+25.2%+44.9%+35.1%-12.7%+78.3%
1-Year Volatility22.19%+1.9%+5.1%+10.1%-1.0%-0.5%-19.5%+20.3%
14-Day RSI34.37-19.4%+62.4%-43.8%-26.8%-41.3%-32.8%-29.4%
Beta0.54+1.9%-8.5%-3.6%-21.7%-21.7%-53.0%-18.2%
ATR$0.47+5.3%-0.1%+16.4%+27.6%+32.8%-9.3%+4.5%
Price$17.67+0.6%-2.7%-24.4%-21.0%-18.9%+3.2%-48.5%
200-Day SMA$21.70-0.1%-2.5%-3.2%+5.5%+6.6%+11.7%-37.9%
50-Day SMA$19.50-0.5%-9.6%-13.4%-11.6%-8.2%+8.0%-43.4%
20-Day SMA$18.37-0.2%-6.5%-19.6%-19.0%-13.8%+12.1%-46.7%

10-Day Volatility History

DateValueChange
34.63%+42.6%
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 34.63%
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

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