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Annaly Capital Management, Inc. logo

NLY stock Historical Volatility

10-Day

13.84%

Summary

Current Value
As of today, NLY 10-day volatility is 13.84%, down -2.60% 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 Volatility13.84%-2.6%-48.0%-21.3%-43.0%-18.8%-22.7%-16.3%
1-Month Volatility18.59%-2.2%-16.6%-3.2%+0.2%+16.8%-13.9%-27.5%
3-Month Volatility20.36%-0.2%-1.1%-4.2%+15.3%+13.5%-16.9%-0.8%
1-Year Volatility20.16%-0.1%+0.9%+2.9%-10.0%-7.9%-45.4%-4.5%
14-Day RSI56.34-1.9%-2.1%+17.0%+20.1%-2.2%+18.4%+10.4%
Beta0.560.0%-3.5%-13.8%-18.8%-16.4%-51.7%-11.1%
ATR$0.41-2.0%+1.7%+6.1%+11.8%+30.4%+3.7%-37.3%
Price$23.11-0.1%+1.1%+3.6%+3.4%+12.2%+16.3%-32.8%
200-Day SMA$22.41+0.1%+1.1%+1.8%+9.0%+13.4%+10.4%-34.5%
50-Day SMA$22.48+0.1%+1.7%+1.6%+1.9%+13.9%+12.0%-36.4%
20-Day SMA$22.83-0.0%+1.6%+1.1%+0.7%+11.7%+13.4%-32.6%

10-Day Volatility History

DateValueChange
13.84%-43.0%
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 13.84%
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