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Annaly Capital Management, Inc. logo

NLY stock Historical Volatility

10-Day

14.70%

Summary

Current Value
As of today, NLY 10-day volatility is 14.70%, down -9.59% 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

SUGGESTED SERIES

Performance

NLY Performance
MetricDateValue1D1M3MYTD1Y3Y5Y
10-Day Volatility14.70%-9.6%+3.5%-48.5%-39.5%+1.7%-29.4%+50.9%
1-Month Volatility15.12%-3.5%-20.4%-29.1%-18.5%-9.5%-28.9%+28.9%
3-Month Volatility18.58%-4.1%-8.9%-19.2%+5.2%+10.8%-17.8%-7.6%
1-Year Volatility20.05%+0.1%-0.6%+1.8%-10.5%-10.1%-45.7%-3.7%
14-Day RSI30.97-4.4%-46.1%-43.4%-34.0%-55.7%-44.0%-30.0%
Beta0.560.0%0.0%-8.2%-18.8%-20.0%-53.3%-20.0%
ATR$0.36+0.9%-15.1%-13.0%-3.0%+19.4%+3.0%-29.6%
Price$21.90-0.5%-5.4%-0.5%-2.1%-1.1%+8.6%-35.7%
200-Day SMA$22.570.0%+0.7%+2.1%+9.7%+13.1%+10.9%-34.9%
50-Day SMA$22.88-0.0%+1.9%+4.0%+3.7%+10.9%+15.2%-33.4%
20-Day SMA$22.94-0.3%+0.4%+6.6%+1.2%+7.7%+16.3%-33.5%

10-Day Volatility History

DateValueChange
14.70%-39.5%
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 14.70%
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

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