10-Day
34.63%
Summary
- Current Value
- As of today, NLY 10-day volatility is 34.63%, up +21.94% 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 38.88% 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 | 34.63% | +21.9% | -10.3% | +130.4% | +42.6% | +112.5% | -2.8% | +102.2% | |
| 1-Month Volatility | 29.69% | +16.1% | +4.2% | +63.1% | +60.0% | +66.9% | -24.8% | +116.9% | |
| 3-Month Volatility | 25.58% | +4.5% | +15.5% | +25.2% | +44.9% | +35.1% | -12.7% | +78.3% | |
| 1-Year Volatility | 22.19% | +1.9% | +5.1% | +10.1% | -1.0% | -0.5% | -19.5% | +20.3% | |
| 14-Day RSI | 34.37 | -19.4% | +62.4% | -43.8% | -26.8% | -41.3% | -32.8% | -29.4% | |
| Beta | 0.54 | +1.9% | -8.5% | -3.6% | -21.7% | -21.7% | -53.0% | -18.2% | |
| ATR | $0.47 | +5.3% | -0.1% | +16.4% | +27.6% | +32.8% | -9.3% | +4.5% | |
| Price | $17.67 | +0.6% | -2.7% | -24.4% | -21.0% | -18.9% | +3.2% | -48.5% | |
| 200-Day SMA | $21.70 | -0.1% | -2.5% | -3.2% | +5.5% | +6.6% | +11.7% | -37.9% | |
| 50-Day SMA | $19.50 | -0.5% | -9.6% | -13.4% | -11.6% | -8.2% | +8.0% | -43.4% | |
| 20-Day SMA | $18.37 | -0.2% | -6.5% | -19.6% | -19.0% | -13.8% | +12.1% | -46.7% |
10-Day Volatility History
FAQ
- What is the current 10-day volatility of NLY?
- As of today, NLY 10-day volatility is 34.63%
- 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 38.88% on October 12, 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
29.69%
Summary
- Current Value
- As of today, NLY 1-month volatility is 29.69%, up +16.07% on
- 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 34.14% 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 | 29.69% | +16.1% | +4.2% | +63.1% | +60.0% | +66.9% | -24.8% | +116.9% | |
| 10-Day Volatility | 34.63% | +21.9% | -10.3% | +130.4% | +42.6% | +112.5% | -2.8% | +102.2% | |
| 3-Month Volatility | 25.58% | +4.5% | +15.5% | +25.2% | +44.9% | +35.1% | -12.7% | +78.3% | |
| 1-Year Volatility | 22.19% | +1.9% | +5.1% | +10.1% | -1.0% | -0.5% | -19.5% | +20.3% | |
| 14-Day RSI | 34.37 | -19.4% | +62.4% | -43.8% | -26.8% | -41.3% | -32.8% | -29.4% | |
| Beta | 0.54 | +1.9% | -8.5% | -3.6% | -21.7% | -21.7% | -53.0% | -18.2% | |
| ATR | $0.47 | +5.3% | -0.1% | +16.4% | +27.6% | +32.8% | -9.3% | +4.5% | |
| Price | $17.67 | +0.6% | -2.7% | -24.4% | -21.0% | -18.9% | +3.2% | -48.5% | |
| 200-Day SMA | $21.70 | -0.1% | -2.5% | -3.2% | +5.5% | +6.6% | +11.7% | -37.9% | |
| 50-Day SMA | $19.50 | -0.5% | -9.6% | -13.4% | -11.6% | -8.2% | +8.0% | -43.4% | |
| 20-Day SMA | $18.37 | -0.2% | -6.5% | -19.6% | -19.0% | -13.8% | +12.1% | -46.7% |
1-Month Volatility History
FAQ
- What is the current 1-month volatility of NLY?
- As of today, NLY 1-month volatility is 29.69%
- 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 34.14% on October 23, 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
25.58%
Summary
- Current Value
- As of today, NLY 3-month volatility is 25.58%, up +4.54% on
- Value Category
- Based on its current 3-month historical volatility, NLY falls into the moderate volatility category
- 1-Year High
- NLY 3-month volatility reached a 1-year high of 25.58% on
- 1-Year Low
- NLY 3-month volatility reached a 1-year low of 16.97% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 25.58% | +4.5% | +15.5% | +25.2% | +44.9% | +35.1% | -12.7% | +78.3% | |
| 10-Day Volatility | 34.63% | +21.9% | -10.3% | +130.4% | +42.6% | +112.5% | -2.8% | +102.2% | |
| 1-Month Volatility | 29.69% | +16.1% | +4.2% | +63.1% | +60.0% | +66.9% | -24.8% | +116.9% | |
| 1-Year Volatility | 22.19% | +1.9% | +5.1% | +10.1% | -1.0% | -0.5% | -19.5% | +20.3% | |
| 14-Day RSI | 34.37 | -19.4% | +62.4% | -43.8% | -26.8% | -41.3% | -32.8% | -29.4% | |
| Beta | 0.54 | +1.9% | -8.5% | -3.6% | -21.7% | -21.7% | -53.0% | -18.2% | |
| ATR | $0.47 | +5.3% | -0.1% | +16.4% | +27.6% | +32.8% | -9.3% | +4.5% | |
| Price | $17.67 | +0.6% | -2.7% | -24.4% | -21.0% | -18.9% | +3.2% | -48.5% | |
| 200-Day SMA | $21.70 | -0.1% | -2.5% | -3.2% | +5.5% | +6.6% | +11.7% | -37.9% | |
| 50-Day SMA | $19.50 | -0.5% | -9.6% | -13.4% | -11.6% | -8.2% | +8.0% | -43.4% | |
| 20-Day SMA | $18.37 | -0.2% | -6.5% | -19.6% | -19.0% | -13.8% | +12.1% | -46.7% |
3-Month Volatility History
FAQ
- What is the current 3-month volatility of NLY?
- As of today, NLY 3-month volatility is 25.58%
- What 3-month volatility category does NLY fall into?
- Based on its current 3-month historical volatility, NLY falls into the moderate volatility category
- What is NLY 3-month volatility 1-year high?
- NLY 3-month volatility reached a 1-year high of 25.58% on November 12, 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
22.19%
Summary
- Current Value
- As of today, NLY 1-year volatility is 22.19%, up +1.88% 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 19.14% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 22.19% | +1.9% | +5.1% | +10.1% | -1.0% | -0.5% | -19.5% | +20.3% | |
| 10-Day Volatility | 34.63% | +21.9% | -10.3% | +130.4% | +42.6% | +112.5% | -2.8% | +102.2% | |
| 1-Month Volatility | 29.69% | +16.1% | +4.2% | +63.1% | +60.0% | +66.9% | -24.8% | +116.9% | |
| 3-Month Volatility | 25.58% | +4.5% | +15.5% | +25.2% | +44.9% | +35.1% | -12.7% | +78.3% | |
| 1-Year Volatility | 22.19% | +1.9% | +5.1% | +10.1% | -1.0% | -0.5% | -19.5% | +20.3% | |
| 14-Day RSI | 34.37 | -19.4% | +62.4% | -43.8% | -26.8% | -41.3% | -32.8% | -29.4% | |
| Beta | 0.54 | +1.9% | -8.5% | -3.6% | -21.7% | -21.7% | -53.0% | -18.2% | |
| ATR | $0.47 | +5.3% | -0.1% | +16.4% | +27.6% | +32.8% | -9.3% | +4.5% | |
| Price | $17.67 | +0.6% | -2.7% | -24.4% | -21.0% | -18.9% | +3.2% | -48.5% | |
| 200-Day SMA | $21.70 | -0.1% | -2.5% | -3.2% | +5.5% | +6.6% | +11.7% | -37.9% | |
| 50-Day SMA | $19.50 | -0.5% | -9.6% | -13.4% | -11.6% | -8.2% | +8.0% | -43.4% | |
| 20-Day SMA | $18.37 | -0.2% | -6.5% | -19.6% | -19.0% | -13.8% | +12.1% | -46.7% |
1-Year Volatility History
FAQ
- What is the current 1-year volatility of NLY?
- As of today, NLY 1-year volatility is 22.19%
- 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
