10-Day
14.75%
Summary
- Current Value
- As of today, NLY 10-day volatility is 14.75%, down -28.81% 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
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 14.75% | -28.8% | -57.9% | -53.0% | -39.3% | -43.8% | -51.8% | -0.1% | |
| 1-Month Volatility | 20.01% | +1.7% | -22.7% | -24.5% | +7.9% | -57.5% | -20.9% | +68.6% | |
| 3-Month Volatility | 21.09% | -0.8% | -8.1% | +3.7% | +19.4% | -32.2% | -30.3% | +11.0% | |
| 1-Year Volatility | 19.51% | -0.1% | -14.8% | -13.6% | -12.9% | -13.3% | -50.0% | -30.0% | |
| 14-Day RSI | 57.67 | -2.6% | +47.9% | +58.6% | +22.9% | +10.5% | +16.5% | -10.5% | |
| Beta | 0.63 | 0.0% | -6.0% | -10.0% | -8.7% | -7.3% | -38.2% | -23.2% | |
| ATR | $0.43 | -3.4% | -18.4% | -17.3% | +15.6% | -30.7% | -18.3% | -23.8% | |
| Price | $22.82 | -0.3% | +8.0% | -0.8% | +2.1% | +17.5% | +18.1% | -37.2% | |
| 200-Day SMA | $21.93 | +0.1% | +1.4% | +4.8% | +6.6% | +10.1% | +1.4% | -31.2% | |
| 50-Day SMA | $22.22 | -0.0% | -1.7% | -3.1% | +0.7% | +9.8% | +14.3% | -36.1% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of NLY?
As of today, NLY 10-day volatility is 14.75%
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
20.01%
Summary
- Current Value
- As of today, NLY 1-month volatility is 20.01%, up +1.68% 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 47.61% 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 | 20.01% | +1.7% | -22.7% | -24.5% | +7.9% | -57.5% | -20.9% | +68.6% | |
| 10-Day Volatility | 14.75% | -28.8% | -57.9% | -53.0% | -39.3% | -43.8% | -51.8% | -0.1% | |
| 3-Month Volatility | 21.09% | -0.8% | -8.1% | +3.7% | +19.4% | -32.2% | -30.3% | +11.0% | |
| 1-Year Volatility | 19.51% | -0.1% | -14.8% | -13.6% | -12.9% | -13.3% | -50.0% | -30.0% | |
| 14-Day RSI | 57.67 | -2.6% | +47.9% | +58.6% | +22.9% | +10.5% | +16.5% | -10.5% | |
| Beta | 0.63 | 0.0% | -6.0% | -10.0% | -8.7% | -7.3% | -38.2% | -23.2% | |
| ATR | $0.43 | -3.4% | -18.4% | -17.3% | +15.6% | -30.7% | -18.3% | -23.8% | |
| Price | $22.82 | -0.3% | +8.0% | -0.8% | +2.1% | +17.5% | +18.1% | -37.2% | |
| 200-Day SMA | $21.93 | +0.1% | +1.4% | +4.8% | +6.6% | +10.1% | +1.4% | -31.2% | |
| 50-Day SMA | $22.22 | -0.0% | -1.7% | -3.1% | +0.7% | +9.8% | +14.3% | -36.1% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of NLY?
As of today, NLY 1-month volatility is 20.01%
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 47.61% on May 2, 2025
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
21.09%
Summary
- Current Value
- As of today, NLY 3-month volatility is 21.09%, down -0.75% 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 | 21.09% | -0.8% | -8.1% | +3.7% | +19.4% | -32.2% | -30.3% | +11.0% | |
| 10-Day Volatility | 14.75% | -28.8% | -57.9% | -53.0% | -39.3% | -43.8% | -51.8% | -0.1% | |
| 1-Month Volatility | 20.01% | +1.7% | -22.7% | -24.5% | +7.9% | -57.5% | -20.9% | +68.6% | |
| 1-Year Volatility | 19.51% | -0.1% | -14.8% | -13.6% | -12.9% | -13.3% | -50.0% | -30.0% | |
| 14-Day RSI | 57.67 | -2.6% | +47.9% | +58.6% | +22.9% | +10.5% | +16.5% | -10.5% | |
| Beta | 0.63 | 0.0% | -6.0% | -10.0% | -8.7% | -7.3% | -38.2% | -23.2% | |
| ATR | $0.43 | -3.4% | -18.4% | -17.3% | +15.6% | -30.7% | -18.3% | -23.8% | |
| Price | $22.82 | -0.3% | +8.0% | -0.8% | +2.1% | +17.5% | +18.1% | -37.2% | |
| 200-Day SMA | $21.93 | +0.1% | +1.4% | +4.8% | +6.6% | +10.1% | +1.4% | -31.2% | |
| 50-Day SMA | $22.22 | -0.0% | -1.7% | -3.1% | +0.7% | +9.8% | +14.3% | -36.1% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of NLY?
As of today, NLY 3-month volatility is 21.09%
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
19.51%
Summary
- Current Value
- As of today, NLY 1-year volatility is 19.51%, down -0.10% 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 | 19.51% | -0.1% | -14.8% | -13.6% | -12.9% | -13.3% | -50.0% | -30.0% | |
| 10-Day Volatility | 14.75% | -28.8% | -57.9% | -53.0% | -39.3% | -43.8% | -51.8% | -0.1% | |
| 1-Month Volatility | 20.01% | +1.7% | -22.7% | -24.5% | +7.9% | -57.5% | -20.9% | +68.6% | |
| 3-Month Volatility | 21.09% | -0.8% | -8.1% | +3.7% | +19.4% | -32.2% | -30.3% | +11.0% | |
| 1-Year Volatility | 19.51% | -0.1% | -14.8% | -13.6% | -12.9% | -13.3% | -50.0% | -30.0% | |
| 14-Day RSI | 57.67 | -2.6% | +47.9% | +58.6% | +22.9% | +10.5% | +16.5% | -10.5% | |
| Beta | 0.63 | 0.0% | -6.0% | -10.0% | -8.7% | -7.3% | -38.2% | -23.2% | |
| ATR | $0.43 | -3.4% | -18.4% | -17.3% | +15.6% | -30.7% | -18.3% | -23.8% | |
| Price | $22.82 | -0.3% | +8.0% | -0.8% | +2.1% | +17.5% | +18.1% | -37.2% | |
| 200-Day SMA | $21.93 | +0.1% | +1.4% | +4.8% | +6.6% | +10.1% | +1.4% | -31.2% | |
| 50-Day SMA | $22.22 | -0.0% | -1.7% | -3.1% | +0.7% | +9.8% | +14.3% | -36.1% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of NLY?
As of today, NLY 1-year volatility is 19.51%
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