Annaly Capital Management (NLY)'s 30-day implied volatility (IV30) was 25.9% at the close on October 23, 2026, down from 26.0% the day before, against a 52-week range of 8.9% to 28.8%. Its 20-day historical volatility was 27.1%.

Key numbers

30-day implied volatility (IV30): 25.9%
IV30 52-week range: 8.9% to 28.8% (median 19.4%)
Historical volatility: 20-day 27.1%, 1-year 21.5%
Implied move by the nearest expiration: ±2.2%

Data as of October 23, 2026.

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

Name: NLY Implied Volatility
Creator: Market Chameleon