What is the current 10-day volatility of NLY?

As of today, NLY 10-day volatility is 36.36%

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 37.30% on September 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

What is the current 1-month volatility of NLY?

As of today, NLY 1-month volatility is 27.82%

What 1-month volatility category does NLY fall into?

Based on its current 1-month historical volatility, NLY falls into the moderate 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

What is the current 3-month volatility of NLY?

As of today, NLY 3-month volatility is 22.13%

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 23.84% on March 30, 2026

What is NLY 3-month volatility 1-year low?

NLY 3-month volatility reached a 1-year low of 16.97% on December 30, 2025

What is the current 1-year volatility of NLY?

As of today, NLY 1-year volatility is 21.06%

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

NLY Stock Volatility History & Chart Since 1997

10-Day

36.36%

October 1, 2026

Summary

Current Value: As of today, NLY 10-day volatility is 36.36%, down -2.52% on October 1, 2026
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 37.30% on September 30, 2026
1-Year Low: NLY 10-day volatility reached a 1-year low of 8.73% on February 24, 2026

10-Day Volatility Chart

Performance

NLY Performance
Metric	Date	Value	1D	1M	3M	YTD	1Y	3Y	5Y
10-Day Volatility	Oct 1, 26	36.36%	-2.5%	+168.5%	+54.4%	+49.7%	+41.1%	+53.8%	+50.0%
1-Month Volatility	Oct 1, 26	27.82%	+3.3%	+102.2%	+10.3%	+50.0%	+31.2%	+23.6%	+55.5%
3-Month Volatility	Oct 1, 26	22.13%	-0.5%	+10.3%	+6.2%	+25.3%	+24.3%	-4.5%	+10.1%
1-Year Volatility	Oct 1, 26	21.06%	-0.2%	+5.2%	+6.0%	-6.0%	-5.4%	-37.3%	+4.9%
14-Day RSI	Oct 1, 26	13.98	-4.9%	-68.4%	-74.8%	-70.2%	-67.4%	-49.6%	-64.8%
Beta	Oct 1, 26	0.61	+1.7%	+8.9%	+7.0%	-11.6%	-12.9%	-46.5%	-4.7%
ATR	Oct 1, 26	$0.47	+1.7%	+37.5%	+11.3%	+27.4%	+26.4%	+11.4%	-10.6%
Price	Oct 2, 26	$18.89	+1.0%	-16.8%	-16.3%	-15.5%	-8.7%	+3.1%	-44.2%
200-Day SMA	Oct 1, 26	$22.44	-0.1%	-0.5%	+1.3%	+9.1%	+11.9%	+10.9%	-35.5%
50-Day SMA	Oct 1, 26	$22.29	-0.3%	-2.6%	+0.9%	+1.1%	+5.8%	+12.3%	-35.1%
20-Day SMA	Oct 1, 26	$21.25	-0.9%	-8.0%	-3.9%	-6.3%	-0.8%	+7.0%	-38.6%

10-Day Volatility History

Date	Value	Change
Oct 2, 2026	36.36%	+49.7%
Dec 31, 2025	24.29%	+10.2%
Dec 31, 2024	22.04%	-13.8%
Dec 31, 2023	25.57%	-8.3%
Dec 31, 2022	27.88%	-6.0%
Dec 31, 2021	29.66%	+81.4%
Dec 31, 2020	16.35%	-20.9%
Dec 31, 2019	20.67%	-34.7%
Dec 31, 2018	31.63%	+82.5%
Dec 31, 2017	17.33%	-33.2%
Dec 31, 2016	25.96%	+17.6%
Dec 31, 2015	22.07%	+16.2%
Dec 31, 2014	18.99%	-44.6%
Dec 31, 2013	34.25%	+65.6%
Dec 31, 2012	20.68%	-11.5%

Date	Value	Change
Dec 31, 2011	23.37%	+56.0%
Dec 31, 2010	14.98%	-28.2%
Dec 31, 2009	20.87%	-62.2%
Dec 31, 2008	55.21%	+97.5%
Dec 31, 2007	27.96%	+217.0%
Dec 31, 2006	8.82%	-21.3%
Dec 31, 2005	11.21%	-50.0%
Dec 31, 2004	22.44%	-26.5%
Dec 31, 2003	30.52%	+23.0%
Dec 31, 2002	24.81%	-43.1%
Dec 31, 2001	43.64%	+14.7%
Dec 31, 2000	38.05%	+15.5%
Dec 31, 1999	32.93%	-39.1%
Dec 31, 1998	54.09%	+51.7%
Dec 31, 1997	35.66%	-

FAQ

What is the current 10-day volatility of NLY?: As of today, NLY 10-day volatility is 36.36%
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 37.30% on September 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

27.82%

October 1, 2026

Summary

Current Value: As of today, NLY 1-month volatility is 27.82%, up +3.34% on October 1, 2026
Value Category: Based on its current 1-month historical volatility, NLY falls into the moderate volatility category
1-Year High: NLY 1-month volatility reached a 1-year high of 30.68% on April 17, 2026
1-Year Low: NLY 1-month volatility reached a 1-year low of 9.45% on March 5, 2026

Performance

NLY Performance
Metric	Date	Value	1D	1M	3M	YTD	1Y	3Y	5Y
1-Month Volatility	Oct 1, 26	27.82%	+3.3%	+102.2%	+10.3%	+50.0%	+31.2%	+23.6%	+55.5%
10-Day Volatility	Oct 1, 26	36.36%	-2.5%	+168.5%	+54.4%	+49.7%	+41.1%	+53.8%	+50.0%
3-Month Volatility	Oct 1, 26	22.13%	-0.5%	+10.3%	+6.2%	+25.3%	+24.3%	-4.5%	+10.1%
1-Year Volatility	Oct 1, 26	21.06%	-0.2%	+5.2%	+6.0%	-6.0%	-5.4%	-37.3%	+4.9%
14-Day RSI	Oct 1, 26	13.98	-4.9%	-68.4%	-74.8%	-70.2%	-67.4%	-49.6%	-64.8%
Beta	Oct 1, 26	0.61	+1.7%	+8.9%	+7.0%	-11.6%	-12.9%	-46.5%	-4.7%
ATR	Oct 1, 26	$0.47	+1.7%	+37.5%	+11.3%	+27.4%	+26.4%	+11.4%	-10.6%
Price	Oct 2, 26	$18.89	+1.0%	-16.8%	-16.3%	-15.5%	-8.7%	+3.1%	-44.2%
200-Day SMA	Oct 1, 26	$22.44	-0.1%	-0.5%	+1.3%	+9.1%	+11.9%	+10.9%	-35.5%
50-Day SMA	Oct 1, 26	$22.29	-0.3%	-2.6%	+0.9%	+1.1%	+5.8%	+12.3%	-35.1%
20-Day SMA	Oct 1, 26	$21.25	-0.9%	-8.0%	-3.9%	-6.3%	-0.8%	+7.0%	-38.6%

1-Month Volatility History

Date	Value	Change
Oct 2, 2026	27.82%	+53.1%
Dec 31, 2025	18.17%	+7.6%
Dec 31, 2024	16.89%	-48.2%
Dec 31, 2023	32.62%	+39.4%
Dec 31, 2022	23.40%	-10.8%
Dec 31, 2021	26.24%	+67.1%
Dec 31, 2020	15.70%	+2.5%
Dec 31, 2019	15.32%	-37.5%
Dec 31, 2018	24.50%	+65.2%
Dec 31, 2017	14.83%	-38.5%
Dec 31, 2016	24.11%	+21.5%
Dec 31, 2015	19.85%	+13.2%
Dec 31, 2014	17.53%	-39.7%
Dec 31, 2013	29.08%	+66.8%
Dec 31, 2012	17.43%	+4.5%

Date	Value	Change
Dec 31, 2011	16.68%	+16.6%
Dec 31, 2010	14.30%	-32.7%
Dec 31, 2009	21.24%	-76.1%
Dec 31, 2008	88.93%	+287.0%
Dec 31, 2007	22.98%	+65.4%
Dec 31, 2006	13.89%	-20.2%
Dec 31, 2005	17.40%	-13.5%
Dec 31, 2004	20.12%	-21.6%
Dec 31, 2003	25.66%	+25.4%
Dec 31, 2002	20.46%	-45.5%
Dec 31, 2001	37.55%	+9.0%
Dec 31, 2000	34.45%	-2.3%
Dec 31, 1999	35.26%	-24.0%
Dec 31, 1998	46.39%	+19.0%
Dec 31, 1997	38.98%	-

FAQ

What is the current 1-month volatility of NLY?: As of today, NLY 1-month volatility is 27.82%
What 1-month volatility category does NLY fall into?: Based on its current 1-month historical volatility, NLY falls into the moderate 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

22.13%

October 1, 2026

Summary

Current Value: As of today, NLY 3-month volatility is 22.13%, down -0.54% on October 1, 2026
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 23.84% on March 30, 2026
1-Year Low: NLY 3-month volatility reached a 1-year low of 16.97% on December 30, 2025

Performance

NLY Performance
Metric	Date	Value	1D	1M	3M	YTD	1Y	3Y	5Y
3-Month Volatility	Oct 1, 26	22.13%	-0.5%	+10.3%	+6.2%	+25.3%	+24.3%	-4.5%	+10.1%
10-Day Volatility	Oct 1, 26	36.36%	-2.5%	+168.5%	+54.4%	+49.7%	+41.1%	+53.8%	+50.0%
1-Month Volatility	Oct 1, 26	27.82%	+3.3%	+102.2%	+10.3%	+50.0%	+31.2%	+23.6%	+55.5%
1-Year Volatility	Oct 1, 26	21.06%	-0.2%	+5.2%	+6.0%	-6.0%	-5.4%	-37.3%	+4.9%
14-Day RSI	Oct 1, 26	13.98	-4.9%	-68.4%	-74.8%	-70.2%	-67.4%	-49.6%	-64.8%
Beta	Oct 1, 26	0.61	+1.7%	+8.9%	+7.0%	-11.6%	-12.9%	-46.5%	-4.7%
ATR	Oct 1, 26	$0.47	+1.7%	+37.5%	+11.3%	+27.4%	+26.4%	+11.4%	-10.6%
Price	Oct 2, 26	$18.89	+1.0%	-16.8%	-16.3%	-15.5%	-8.7%	+3.1%	-44.2%
200-Day SMA	Oct 1, 26	$22.44	-0.1%	-0.5%	+1.3%	+9.1%	+11.9%	+10.9%	-35.5%
50-Day SMA	Oct 1, 26	$22.29	-0.3%	-2.6%	+0.9%	+1.1%	+5.8%	+12.3%	-35.1%
20-Day SMA	Oct 1, 26	$21.25	-0.9%	-8.0%	-3.9%	-6.3%	-0.8%	+7.0%	-38.6%

3-Month Volatility History

Date	Value	Change
Oct 2, 2026	22.13%	+23.4%
Dec 31, 2025	17.94%	+5.0%
Dec 31, 2024	17.09%	-47.4%
Dec 31, 2023	32.47%	-34.5%
Dec 31, 2022	49.57%	+163.1%
Dec 31, 2021	18.84%	-15.1%
Dec 31, 2020	22.20%	+61.9%
Dec 31, 2019	13.71%	-17.7%
Dec 31, 2018	16.65%	+4.5%
Dec 31, 2017	15.94%	-19.1%
Dec 31, 2016	19.70%	+23.9%
Dec 31, 2015	15.90%	+10.7%
Dec 31, 2014	14.36%	-45.6%
Dec 31, 2013	26.40%	+28.1%
Dec 31, 2012	20.61%	-4.6%

Date	Value	Change
Dec 31, 2011	21.60%	+70.6%
Dec 31, 2010	12.66%	-48.6%
Dec 31, 2009	24.63%	-75.5%
Dec 31, 2008	100.63%	+212.9%
Dec 31, 2007	32.16%	+117.7%
Dec 31, 2006	14.77%	-39.7%
Dec 31, 2005	24.49%	+27.6%
Dec 31, 2004	19.19%	-13.4%
Dec 31, 2003	22.15%	-20.9%
Dec 31, 2002	28.02%	-6.2%
Dec 31, 2001	29.88%	+11.6%
Dec 31, 2000	26.78%	-17.9%
Dec 31, 1999	32.60%	-34.6%
Dec 31, 1998	49.85%	+44.8%
Dec 31, 1997	34.42%	-

FAQ

What is the current 3-month volatility of NLY?: As of today, NLY 3-month volatility is 22.13%
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 23.84% on March 30, 2026
What is NLY 3-month volatility 1-year low?: NLY 3-month volatility reached a 1-year low of 16.97% on December 30, 2025

1-Year

21.06%

October 1, 2026

Summary

Current Value: As of today, NLY 1-year volatility is 21.06%, down -0.24% on October 1, 2026
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 March 30, 2026
1-Year Low: NLY 1-year volatility reached a 1-year low of 19.14% on June 5, 2026

Performance

NLY Performance
Metric	Date	Value	1D	1M	3M	YTD	1Y	3Y	5Y
1-Year Volatility	Oct 1, 26	21.06%	-0.2%	+5.2%	+6.0%	-6.0%	-5.4%	-37.3%	+4.9%
10-Day Volatility	Oct 1, 26	36.36%	-2.5%	+168.5%	+54.4%	+49.7%	+41.1%	+53.8%	+50.0%
1-Month Volatility	Oct 1, 26	27.82%	+3.3%	+102.2%	+10.3%	+50.0%	+31.2%	+23.6%	+55.5%
3-Month Volatility	Oct 1, 26	22.13%	-0.5%	+10.3%	+6.2%	+25.3%	+24.3%	-4.5%	+10.1%
1-Year Volatility	Oct 1, 26	21.06%	-0.2%	+5.2%	+6.0%	-6.0%	-5.4%	-37.3%	+4.9%
14-Day RSI	Oct 1, 26	13.98	-4.9%	-68.4%	-74.8%	-70.2%	-67.4%	-49.6%	-64.8%
Beta	Oct 1, 26	0.61	+1.7%	+8.9%	+7.0%	-11.6%	-12.9%	-46.5%	-4.7%
ATR	Oct 1, 26	$0.47	+1.7%	+37.5%	+11.3%	+27.4%	+26.4%	+11.4%	-10.6%
Price	Oct 2, 26	$18.89	+1.0%	-16.8%	-16.3%	-15.5%	-8.7%	+3.1%	-44.2%
200-Day SMA	Oct 1, 26	$22.44	-0.1%	-0.5%	+1.3%	+9.1%	+11.9%	+10.9%	-35.5%
50-Day SMA	Oct 1, 26	$22.29	-0.3%	-2.6%	+0.9%	+1.1%	+5.8%	+12.3%	-35.1%
20-Day SMA	Oct 1, 26	$21.25	-0.9%	-8.0%	-3.9%	-6.3%	-0.8%	+7.0%	-38.6%

1-Year Volatility History

Date	Value	Change
Oct 2, 2026	21.06%	-6.0%
Dec 31, 2025	22.41%	+17.3%
Dec 31, 2024	19.10%	-31.1%
Dec 31, 2023	27.73%	-27.0%
Dec 31, 2022	37.97%	+98.9%
Dec 31, 2021	19.09%	-68.9%
Dec 31, 2020	61.45%	+316.9%
Dec 31, 2019	14.74%	-1.6%
Dec 31, 2018	14.98%	+5.9%
Dec 31, 2017	14.15%	-16.7%
Dec 31, 2016	16.98%	+5.3%
Dec 31, 2015	16.12%	+4.2%
Dec 31, 2014	15.47%	-40.3%
Dec 31, 2013	25.91%	+64.9%
Dec 31, 2012	15.71%	-29.3%

Date	Value	Change
Dec 31, 2011	22.22%	+14.5%
Dec 31, 2010	19.41%	-51.3%
Dec 31, 2009	39.85%	-51.0%
Dec 31, 2008	81.33%	+171.0%
Dec 31, 2007	30.01%	+24.7%
Dec 31, 2006	24.06%	-8.8%
Dec 31, 2005	26.39%	+22.1%
Dec 31, 2004	21.62%	-16.0%
Dec 31, 2003	25.74%	-12.9%
Dec 31, 2002	29.55%	-2.3%
Dec 31, 2001	30.26%	+9.9%
Dec 31, 2000	27.53%	+3.8%
Dec 31, 1999	26.53%	-30.6%
Dec 31, 1998	38.25%	+11.1%
Dec 31, 1997	34.42%	-

FAQ

What is the current 1-year volatility of NLY?: As of today, NLY 1-year volatility is 21.06%
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