10-Day
25.35%
Summary
- Current Value
- As of today, NLY 10-day volatility is 25.35%, up +4.45% 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 60.69% on
- 1-Year Low
- NLY 10-day volatility reached a 1-year low of 10.04% on
10-Day Volatility Chart
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Series
SUGGESTED SERIES
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 25.35% | +4.5% | +32.9% | +26.6% | +4.4% | +17.9% | +9.4% | +15.8% | |
| 1-Month Volatility | 24.12% | +3.7% | +55.3% | +24.5% | +30.0% | -4.1% | +20.7% | +21.8% | |
| 3-Month Volatility | 18.69% | -0.9% | +10.1% | -0.8% | +5.8% | -7.3% | -43.6% | -18.2% | |
| 1-Year Volatility | 22.17% | -1.0% | -0.7% | -1.2% | -1.1% | +13.0% | -41.8% | -64.1% | |
| 14-Day RSI | 59.09 | -7.7% | -1.3% | +26.8% | +25.9% | -15.5% | +0.7% | +36.8% | |
| Beta | 0.70 | +1.4% | +2.9% | 0.0% | +1.4% | +7.7% | -22.2% | -32.7% | |
| ATR | $0.44 | +2.5% | +28.9% | +21.0% | +17.8% | +24.1% | -40.8% | -30.6% | |
| Price | $24.00 | -1.0% | +4.2% | +15.7% | +7.3% | +17.2% | +4.8% | -26.1% | |
| 200-Day SMA | $20.90 | +0.2% | +1.6% | +3.2% | +1.6% | +6.4% | -10.4% | -28.1% | |
| 50-Day SMA | $22.91 | +0.2% | +4.0% | +8.4% | +3.8% | +18.4% | +5.0% | -30.6% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of NLY?
As of today, NLY 10-day volatility is 25.35%
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 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 10.04% on February 25, 2025
1-Month
24.12%
Summary
- Current Value
- As of today, NLY 1-month volatility is 24.12%, up +3.74% 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 48.61% on
- 1-Year Low
- NLY 1-month volatility reached a 1-year low of 11.99% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 24.12% | +3.7% | +55.3% | +24.5% | +30.0% | -4.1% | +20.7% | +21.8% | |
| 10-Day Volatility | 25.35% | +4.5% | +32.9% | +26.6% | +4.4% | +17.9% | +9.4% | +15.8% | |
| 3-Month Volatility | 18.69% | -0.9% | +10.1% | -0.8% | +5.8% | -7.3% | -43.6% | -18.2% | |
| 1-Year Volatility | 22.17% | -1.0% | -0.7% | -1.2% | -1.1% | +13.0% | -41.8% | -64.1% | |
| 14-Day RSI | 59.09 | -7.7% | -1.3% | +26.8% | +25.9% | -15.5% | +0.7% | +36.8% | |
| Beta | 0.70 | +1.4% | +2.9% | 0.0% | +1.4% | +7.7% | -22.2% | -32.7% | |
| ATR | $0.44 | +2.5% | +28.9% | +21.0% | +17.8% | +24.1% | -40.8% | -30.6% | |
| Price | $24.00 | -1.0% | +4.2% | +15.7% | +7.3% | +17.2% | +4.8% | -26.1% | |
| 200-Day SMA | $20.90 | +0.2% | +1.6% | +3.2% | +1.6% | +6.4% | -10.4% | -28.1% | |
| 50-Day SMA | $22.91 | +0.2% | +4.0% | +8.4% | +3.8% | +18.4% | +5.0% | -30.6% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of NLY?
As of today, NLY 1-month volatility is 24.12%
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 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 11.99% on March 1, 2025
3-Month
18.69%
Summary
- Current Value
- As of today, NLY 3-month volatility is 18.69%, down -0.95% 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 | 18.69% | -0.9% | +10.1% | -0.8% | +5.8% | -7.3% | -43.6% | -18.2% | |
| 10-Day Volatility | 25.35% | +4.5% | +32.9% | +26.6% | +4.4% | +17.9% | +9.4% | +15.8% | |
| 1-Month Volatility | 24.12% | +3.7% | +55.3% | +24.5% | +30.0% | -4.1% | +20.7% | +21.8% | |
| 1-Year Volatility | 22.17% | -1.0% | -0.7% | -1.2% | -1.1% | +13.0% | -41.8% | -64.1% | |
| 14-Day RSI | 59.09 | -7.7% | -1.3% | +26.8% | +25.9% | -15.5% | +0.7% | +36.8% | |
| Beta | 0.70 | +1.4% | +2.9% | 0.0% | +1.4% | +7.7% | -22.2% | -32.7% | |
| ATR | $0.44 | +2.5% | +28.9% | +21.0% | +17.8% | +24.1% | -40.8% | -30.6% | |
| Price | $24.00 | -1.0% | +4.2% | +15.7% | +7.3% | +17.2% | +4.8% | -26.1% | |
| 200-Day SMA | $20.90 | +0.2% | +1.6% | +3.2% | +1.6% | +6.4% | -10.4% | -28.1% | |
| 50-Day SMA | $22.91 | +0.2% | +4.0% | +8.4% | +3.8% | +18.4% | +5.0% | -30.6% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of NLY?
As of today, NLY 3-month volatility is 18.69%
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
22.17%
Summary
- Current Value
- As of today, NLY 1-year volatility is 22.17%, down -0.98% 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 18.71% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 22.17% | -1.0% | -0.7% | -1.2% | -1.1% | +13.0% | -41.8% | -64.1% | |
| 10-Day Volatility | 25.35% | +4.5% | +32.9% | +26.6% | +4.4% | +17.9% | +9.4% | +15.8% | |
| 1-Month Volatility | 24.12% | +3.7% | +55.3% | +24.5% | +30.0% | -4.1% | +20.7% | +21.8% | |
| 3-Month Volatility | 18.69% | -0.9% | +10.1% | -0.8% | +5.8% | -7.3% | -43.6% | -18.2% | |
| 1-Year Volatility | 22.17% | -1.0% | -0.7% | -1.2% | -1.1% | +13.0% | -41.8% | -64.1% | |
| 14-Day RSI | 59.09 | -7.7% | -1.3% | +26.8% | +25.9% | -15.5% | +0.7% | +36.8% | |
| Beta | 0.70 | +1.4% | +2.9% | 0.0% | +1.4% | +7.7% | -22.2% | -32.7% | |
| ATR | $0.44 | +2.5% | +28.9% | +21.0% | +17.8% | +24.1% | -40.8% | -30.6% | |
| Price | $24.00 | -1.0% | +4.2% | +15.7% | +7.3% | +17.2% | +4.8% | -26.1% | |
| 200-Day SMA | $20.90 | +0.2% | +1.6% | +3.2% | +1.6% | +6.4% | -10.4% | -28.1% | |
| 50-Day SMA | $22.91 | +0.2% | +4.0% | +8.4% | +3.8% | +18.4% | +5.0% | -30.6% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of NLY?
As of today, NLY 1-year volatility is 22.17%
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 18.71% on February 19, 2025
Data Sources & References
- NLY Official Website www.annaly.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1043219/000104321925000012/0001043219-25-000012-index.htm
- Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1043219/000162828025005451/0001628280-25-005451-index.htm
- NLY Profile on Yahoo Finance finance.yahoo.com/quote/NLY
- NLY Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/nly