Annaly Capital Management (NLY)'s 30-day implied volatility (IV30) was 22.5% at the close on November 3, 2026, up from 22.0% the day before, against a 52-week range of 8.9% to 28.8%. Its 20-day historical volatility was 25.3%.

Key numbers

30-day implied volatility (IV30): 22.5%
IV30 52-week range: 8.9% to 28.8% (median 19.5%)
Historical volatility: 20-day 25.3%, 1-year 21.6%
Implied move by the nearest expiration: ±1.8%

Data as of November 3, 2026.

NLY Implied Volatility (IV) vs Historical Volatility (HV)

Name: NLY Implied Volatility
Creator: Market Chameleon