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Nuveen New York Quality Municipal Income Fund NAN

i

Market dataready · fetched 2026-11-07T01:12:20.938Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.001886643Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:12:20.588509+00:00

Share price$10.25
1D+0.8%
AH$10.06$10.11$10.16$10.21$10.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAN
Sold putSold callAH

Nuveen New York Quality Municipal Income Fund options

Live interpolated NAN call and put midpoint premiums by absolute delta.Nuveen New York Quality Municipal Income Fund$0.27$1.27$2.27$3.27$4.27$9.52$10.22$10.93$11.63$12.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NAN spot · $10.25NAN PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.40$1.28$2.17$0.43$0.76$1.10$1.43$1.76$2.09$2.43$3.01$3.98
Puts——
CallsExpensive4.13×
Skew——
Implied moveBearish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.48201.3%54.7%
25Δ13.09147.1%31.4%
30Δ12.29124.2%23.6%
35Δ12.01112.1%20.8%
40Δ11.7299.9%18.0%10.0665.2%6.0%
45Δ11.4387.8%15.2%10.4375.7%5.7%
50Δ11.1475.7%12.4%10.8086.3%5.3%
55Δ10.8563.5%9.6%11.1796.9%5.0%
60Δ10.5751.4%6.8%11.54107.5%4.6%
65Δ10.2839.3%3.9%11.91118.1%4.2%
70Δ9.9828.3%1.2%12.28128.6%3.9%
75Δ9.0860.5%1.1%12.92135.1%3.4%
80Δ8.1892.7%1.0%13.96135.5%2.6%

20Δ

Calls
Pseudo strike
15.48
IV
201.3%
B/E move
54.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.09
IV
147.1%
B/E move
31.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.29
IV
124.2%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.01
IV
112.1%
B/E move
20.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.72
IV
99.9%
B/E move
18.0%
Puts
Pseudo strike
10.06
IV
65.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
11.43
IV
87.8%
B/E move
15.2%
Puts
Pseudo strike
10.43
IV
75.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
11.14
IV
75.7%
B/E move
12.4%
Puts
Pseudo strike
10.80
IV
86.3%
B/E move
5.3%

55Δ

Calls
Pseudo strike
10.85
IV
63.5%
B/E move
9.6%
Puts
Pseudo strike
11.17
IV
96.9%
B/E move
5.0%

60Δ

Calls
Pseudo strike
10.57
IV
51.4%
B/E move
6.8%
Puts
Pseudo strike
11.54
IV
107.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
10.28
IV
39.3%
B/E move
3.9%
Puts
Pseudo strike
11.91
IV
118.1%
B/E move
4.2%

70Δ

Calls
Pseudo strike
9.98
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
12.28
IV
128.6%
B/E move
3.9%

75Δ

Calls
Pseudo strike
9.08
IV
60.5%
B/E move
1.1%
Puts
Pseudo strike
12.92
IV
135.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
8.18
IV
92.7%
B/E move
1.0%
Puts
Pseudo strike
13.96
IV
135.5%
B/E move
2.6%

Options history

IV · four-Friday blend50.86%
Daily EOD
NAN42.1%46.8%51.5%2026-10-21: 42.76%2026-10-23: 43.14%2026-10-27: 46.56%2026-10-28: 44.76%2026-10-29: 44.60%2026-10-30: 50.86%Oct 21Oct 27Oct 30
6 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
42.76%
43.14%
46.56%
44.76%
44.60%
50.86%