10-Day
Summary
- Current Value
- As of today, NLY 10-day volatility is 12.31%, up +3.45% 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 | 12.31% | +3.5% | -51.3% | +40.7% | -49.3% | +21.3% | -20.0% | -49.4% | |
| 1-Month Volatility | 14.95% | +2.3% | -36.2% | -23.7% | -19.4% | -26.4% | -44.1% | -20.1% | |
| 3-Month Volatility | 21.61% | +1.4% | -4.8% | +5.5% | +22.4% | -29.9% | -23.3% | +16.5% | |
| 1-Year Volatility | 19.71% | +0.4% | -1.9% | -12.5% | -12.1% | -12.2% | -49.2% | -23.1% | |
| 14-Day RSI | 33.30 | -9.3% | -43.0% | -31.3% | -29.0% | -40.0% | -35.5% | -44.4% | |
| Beta | 0.66 | 0.0% | -2.9% | 0.0% | -4.3% | -1.5% | -40.5% | -10.8% | |
| ATR | $0.38 | -0.6% | -21.7% | -15.8% | +2.2% | -5.4% | -14.0% | -39.4% | |
| Price | $21.58 | +1.4% | -4.8% | -6.3% | -3.5% | +9.6% | +12.6% | -41.6% | |
| 200-Day SMA | $22.03 | +0.0% | +1.1% | +3.9% | +7.1% | +10.8% | +4.3% | -32.0% | |
| 50-Day SMA | $22.03 | -0.1% | -1.0% | -4.5% | -0.1% | +12.0% | +16.1% | -38.0% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of NLY?
As of today, NLY 10-day volatility is 12.31%
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 14.95%, up +2.33% 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 | 14.95% | +2.3% | -36.2% | -23.7% | -19.4% | -26.4% | -44.1% | -20.1% | |
| 10-Day Volatility | 12.31% | +3.5% | -51.3% | +40.7% | -49.3% | +21.3% | -20.0% | -49.4% | |
| 3-Month Volatility | 21.61% | +1.4% | -4.8% | +5.5% | +22.4% | -29.9% | -23.3% | +16.5% | |
| 1-Year Volatility | 19.71% | +0.4% | -1.9% | -12.5% | -12.1% | -12.2% | -49.2% | -23.1% | |
| 14-Day RSI | 33.30 | -9.3% | -43.0% | -31.3% | -29.0% | -40.0% | -35.5% | -44.4% | |
| Beta | 0.66 | 0.0% | -2.9% | 0.0% | -4.3% | -1.5% | -40.5% | -10.8% | |
| ATR | $0.38 | -0.6% | -21.7% | -15.8% | +2.2% | -5.4% | -14.0% | -39.4% | |
| Price | $21.58 | +1.4% | -4.8% | -6.3% | -3.5% | +9.6% | +12.6% | -41.6% | |
| 200-Day SMA | $22.03 | +0.0% | +1.1% | +3.9% | +7.1% | +10.8% | +4.3% | -32.0% | |
| 50-Day SMA | $22.03 | -0.1% | -1.0% | -4.5% | -0.1% | +12.0% | +16.1% | -38.0% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of NLY?
As of today, NLY 1-month volatility is 14.95%
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 21.61%, up +1.41% 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 | 21.61% | +1.4% | -4.8% | +5.5% | +22.4% | -29.9% | -23.3% | +16.5% | |
| 10-Day Volatility | 12.31% | +3.5% | -51.3% | +40.7% | -49.3% | +21.3% | -20.0% | -49.4% | |
| 1-Month Volatility | 14.95% | +2.3% | -36.2% | -23.7% | -19.4% | -26.4% | -44.1% | -20.1% | |
| 1-Year Volatility | 19.71% | +0.4% | -1.9% | -12.5% | -12.1% | -12.2% | -49.2% | -23.1% | |
| 14-Day RSI | 33.30 | -9.3% | -43.0% | -31.3% | -29.0% | -40.0% | -35.5% | -44.4% | |
| Beta | 0.66 | 0.0% | -2.9% | 0.0% | -4.3% | -1.5% | -40.5% | -10.8% | |
| ATR | $0.38 | -0.6% | -21.7% | -15.8% | +2.2% | -5.4% | -14.0% | -39.4% | |
| Price | $21.58 | +1.4% | -4.8% | -6.3% | -3.5% | +9.6% | +12.6% | -41.6% | |
| 200-Day SMA | $22.03 | +0.0% | +1.1% | +3.9% | +7.1% | +10.8% | +4.3% | -32.0% | |
| 50-Day SMA | $22.03 | -0.1% | -1.0% | -4.5% | -0.1% | +12.0% | +16.1% | -38.0% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of NLY?
As of today, NLY 3-month volatility is 21.61%
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
Summary
- Current Value
- As of today, NLY 1-year volatility is 19.71%, up +0.36% 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 19.43% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 19.71% | +0.4% | -1.9% | -12.5% | -12.1% | -12.2% | -49.2% | -23.1% | |
| 10-Day Volatility | 12.31% | +3.5% | -51.3% | +40.7% | -49.3% | +21.3% | -20.0% | -49.4% | |
| 1-Month Volatility | 14.95% | +2.3% | -36.2% | -23.7% | -19.4% | -26.4% | -44.1% | -20.1% | |
| 3-Month Volatility | 21.61% | +1.4% | -4.8% | +5.5% | +22.4% | -29.9% | -23.3% | +16.5% | |
| 1-Year Volatility | 19.71% | +0.4% | -1.9% | -12.5% | -12.1% | -12.2% | -49.2% | -23.1% | |
| 14-Day RSI | 33.30 | -9.3% | -43.0% | -31.3% | -29.0% | -40.0% | -35.5% | -44.4% | |
| Beta | 0.66 | 0.0% | -2.9% | 0.0% | -4.3% | -1.5% | -40.5% | -10.8% | |
| ATR | $0.38 | -0.6% | -21.7% | -15.8% | +2.2% | -5.4% | -14.0% | -39.4% | |
| Price | $21.58 | +1.4% | -4.8% | -6.3% | -3.5% | +9.6% | +12.6% | -41.6% | |
| 200-Day SMA | $22.03 | +0.0% | +1.1% | +3.9% | +7.1% | +10.8% | +4.3% | -32.0% | |
| 50-Day SMA | $22.03 | -0.1% | -1.0% | -4.5% | -0.1% | +12.0% | +16.1% | -38.0% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of NLY?
As of today, NLY 1-year volatility is 19.71%
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 19.43% on April 28, 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
