10-Day
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
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 13.40% | -12.2% | -25.2% | +32.1% | -44.8% | -5.9% | -62.5% | +48.1% | |
| 1-Month Volatility | 13.54% | -1.2% | -35.4% | +43.3% | -27.0% | -33.9% | -49.5% | -22.5% | |
| 3-Month Volatility | 21.55% | -0.7% | +1.8% | +7.7% | +22.0% | -31.8% | -26.9% | +25.7% | |
| 1-Year Volatility | 19.14% | -0.3% | -2.5% | -14.7% | -14.6% | -15.6% | -51.1% | -22.1% | |
| 14-Day RSI | 35.97 | -2.0% | -28.1% | -23.7% | -23.3% | -20.0% | -38.2% | -46.6% | |
| Beta | 0.61 | -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 | $21.96 | 0.0% | -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
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
1-Month
Summary
- Current Value
- As of today, NLY 1-month volatility is 13.54%, down -1.24% 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 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 | 13.54% | -1.2% | -35.4% | +43.3% | -27.0% | -33.9% | -49.5% | -22.5% | |
| 10-Day Volatility | 13.40% | -12.2% | -25.2% | +32.1% | -44.8% | -5.9% | -62.5% | +48.1% | |
| 3-Month Volatility | 21.55% | -0.7% | +1.8% | +7.7% | +22.0% | -31.8% | -26.9% | +25.7% | |
| 1-Year Volatility | 19.14% | -0.3% | -2.5% | -14.7% | -14.6% | -15.6% | -51.1% | -22.1% | |
| 14-Day RSI | 35.97 | -2.0% | -28.1% | -23.7% | -23.3% | -20.0% | -38.2% | -46.6% | |
| Beta | 0.61 | -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 | $21.96 | 0.0% | -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% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of NLY?
As of today, NLY 1-month volatility is 13.54%
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 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
Summary
- Current Value
- As of today, NLY 3-month volatility is 21.55%, down -0.69% 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 31.59% 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 | 21.55% | -0.7% | +1.8% | +7.7% | +22.0% | -31.8% | -26.9% | +25.7% | |
| 10-Day Volatility | 13.40% | -12.2% | -25.2% | +32.1% | -44.8% | -5.9% | -62.5% | +48.1% | |
| 1-Month Volatility | 13.54% | -1.2% | -35.4% | +43.3% | -27.0% | -33.9% | -49.5% | -22.5% | |
| 1-Year Volatility | 19.14% | -0.3% | -2.5% | -14.7% | -14.6% | -15.6% | -51.1% | -22.1% | |
| 14-Day RSI | 35.97 | -2.0% | -28.1% | -23.7% | -23.3% | -20.0% | -38.2% | -46.6% | |
| Beta | 0.61 | -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 | $21.96 | 0.0% | -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% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of NLY?
As of today, NLY 3-month volatility is 21.55%
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 31.59% on June 5, 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
Summary
- Current Value
- As of today, NLY 1-year volatility is 19.14%, down -0.26% 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 | 19.14% | -0.3% | -2.5% | -14.7% | -14.6% | -15.6% | -51.1% | -22.1% | |
| 10-Day Volatility | 13.40% | -12.2% | -25.2% | +32.1% | -44.8% | -5.9% | -62.5% | +48.1% | |
| 1-Month Volatility | 13.54% | -1.2% | -35.4% | +43.3% | -27.0% | -33.9% | -49.5% | -22.5% | |
| 3-Month Volatility | 21.55% | -0.7% | +1.8% | +7.7% | +22.0% | -31.8% | -26.9% | +25.7% | |
| 1-Year Volatility | 19.14% | -0.3% | -2.5% | -14.7% | -14.6% | -15.6% | -51.1% | -22.1% | |
| 14-Day RSI | 35.97 | -2.0% | -28.1% | -23.7% | -23.3% | -20.0% | -38.2% | -46.6% | |
| Beta | 0.61 | -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 | $21.96 | 0.0% | -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% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of NLY?
As of today, NLY 1-year volatility is 19.14%
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
