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Annaly Capital Management NLY 18.85 -0.08 -0.42%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NLY / Comparative study

3 signals / 494 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.19
30.88
Mean
27.73
Window
-18.3%
ATM IV z 0.68
0.27
Mean
0.23
Window
+27.7%
IV Percentile z 0.78
78.05
Mean
54.88
Window
+86.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.92 0.81
ATM IV 0.92 1.00 0.83
IV Percent... 0.81 0.83 1.00
Source observations

Data inspector

1-50 of 494
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 18.85 30.88 0.27 78.05
2026-11-04 18.93 26.22 0.25 66.27
2026-11-03 18.23 22.58 0.23 49.8
2026-11-02 18.49 25.95 0.25 65.35
2026-10-30 18.23 31.15 0.27 78.04
2026-10-29 18.47 27.79 0.25 71.37
2026-10-28 18.29 31.76 0.27 79.61
2026-10-27 18.34 31.06 0.27 78.43
2026-10-26 18.26 29.48 0.26 75.2
2026-10-23 18.35 32.69 0.28 81.57
2026-10-22 18.34 33.26 0.28 82.35
2026-10-21 18.01 25.83 0.24 67.45
2026-10-20 18.29 32.35 0.28 81.57
2026-10-19 17.72 16.51 0.2 28.24
2026-10-15 18.43 30.39 0.27 78.29
2026-10-14 18.16 31.59 0.27 80.62
2026-10-13 18.16 20.11 0.22 45.35
2026-10-12 18.29 20.36 0.22 46.69
2026-10-09 18.3 22.94 0.23 56.2
2026-10-08 18.27 26.78 0.25 72.09
2026-10-07 17.93 100 0.6 100
2026-10-06 18.42 24.09 0.22 46.51
2026-10-05 18.27 26.43 0.23 51.75
2026-10-02 18.5 41.24 0.29 84.5
2026-10-01 18.7 36.31 0.27 80.23
2026-09-30 18.89 26.32 0.23 51.55
2026-09-29 20.32 61.06 0.37 94.96
2026-09-28 20.35 64.64 0.38 95.72
2026-09-25 20.61 82.28 0.45 98.06
2026-09-24 20.6 74.44 0.42 98.05
2026-09-23 21.04 62.16 0.37 96.5
2026-09-22 21.44 47.35 0.31 92.22
2026-09-21 21.31 45.7 0.3 90.23
2026-09-18 21.05 51.03 0.33 94.55
2026-09-17 21.31 48.8 0.32 94.16
2026-09-16 21.23 64.98 0.38 96.89
2026-09-15 21.41 46.34 0.31 92.61
2026-09-14 21.84 42.49 0.29 89.84
2026-09-11 21.9 38.43 0.28 87.16
2026-09-10 22 40.06 0.28 89.11
2026-09-09 22.61 22.08 0.21 40.86
2026-09-08 22.72 22.57 0.21 42.02
2026-09-04 22.81 14.24 0.18 9.34
2026-09-03 22.83 17.52 0.19 17.51
2026-09-02 22.71 21.56 0.21 38.52
2026-09-01 22.62 15.3 0.18 11.33
2026-08-31 22.92 9.58 0.16 3.14
2026-08-28 23.04 9.07 0.16 1.95
2026-08-27 23.06 11.81 0.17 5.08
2026-08-26 22.86 13.76 0.18 8.2