Annaly Capital Management Inc

NLYNYSE · USD
21.42USD+0.19 (+0.88%)
337

Annaly Capital Management Inc (NLY) Implied Volatility Current

NLY implied volatility is 24%. IV Rank is 57%, placing current premiums in the middle of their 52-week range.

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Tracking NLY implied volatility helps you identify when options premiums on Annaly Capital Management Inc are historically cheap or expensive, and where the best trades are hiding. Annaly Capital Management Inc implied volatility reflects the market's expectation of future price movement: when NLY IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Annaly Capital Management Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For NLY, tracking metrics like NLY IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on NLY signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

Annaly Capital Management, Inc., a diversified capital manager, engages in mortgage finance and corporate middle market lending. The company invests in agency mortgage-backed securities, mortgage servicing rights, Agency commercial mortgage-backed securities, non-Agency residential mortgage assets, residential mortgage loans, credit risk transfer securities, corporate debts, and other commercial real estate investments. It has elected to be taxed as a real estate investment trust (REIT). As a REIT, it is not subject to federal income tax to the extent that it distributes its taxable income to its shareholders.

The company was founded in 1996 and is based in New York, New York.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where NLY implied volatility sits today versus where it has been. Our scanner ranks Annaly Capital Management Inc implied volatility against its historical range, surfaces extremes in NLY IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Annaly Capital Management Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
56.75%IV Rank
Moderate

IV is slightly elevated - premiums are richer, leaning toward sellers.

Implied Volatility (30d)23.78%

IV Rank56.75%

Historical Volatility (30d)15.58%

IV - HV+8.20%

As of September 16, 2026

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