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Nuveen New York Quality Municipal Income Fund NAN

i

Market dataready · fetched 2026-11-08T10:15:43.776Z

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 2026-11-08T10:15:42.883174+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$1.26$2.25$3.24$4.24$9.54$10.24$10.94$11.64$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$0.44$1.32$2.20$0.43$0.76$1.09$1.42$1.76$2.09$2.42$2.99$3.95
Puts——
CallsExpensive4.24×
Skew——
Implied moveBearish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.48212.2%54.7%
25Δ13.09155.0%31.4%
30Δ12.29130.9%23.6%
35Δ12.00118.1%20.8%
40Δ11.71105.2%17.9%10.0668.6%6.0%
45Δ11.4292.4%15.1%10.4380.2%5.7%
50Δ11.1479.6%12.3%10.8091.8%5.3%
55Δ10.8566.7%9.5%11.17103.4%5.0%
60Δ10.5653.9%6.7%11.53115.0%4.6%
65Δ10.2741.1%3.8%11.90126.6%4.2%
70Δ9.9431.4%1.2%12.27138.2%3.9%
75Δ9.0565.3%1.1%12.89145.2%3.4%
80Δ8.1599.1%0.9%13.93144.4%2.6%

20Δ

Calls
Pseudo strike
15.48
IV
212.2%
B/E move
54.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.09
IV
155.0%
B/E move
31.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.29
IV
130.9%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.00
IV
118.1%
B/E move
20.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.71
IV
105.2%
B/E move
17.9%
Puts
Pseudo strike
10.06
IV
68.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
11.42
IV
92.4%
B/E move
15.1%
Puts
Pseudo strike
10.43
IV
80.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
11.14
IV
79.6%
B/E move
12.3%
Puts
Pseudo strike
10.80
IV
91.8%
B/E move
5.3%

55Δ

Calls
Pseudo strike
10.85
IV
66.7%
B/E move
9.5%
Puts
Pseudo strike
11.17
IV
103.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
10.56
IV
53.9%
B/E move
6.7%
Puts
Pseudo strike
11.53
IV
115.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
10.27
IV
41.1%
B/E move
3.8%
Puts
Pseudo strike
11.90
IV
126.6%
B/E move
4.2%

70Δ

Calls
Pseudo strike
9.94
IV
31.4%
B/E move
1.2%
Puts
Pseudo strike
12.27
IV
138.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
9.05
IV
65.3%
B/E move
1.1%
Puts
Pseudo strike
12.89
IV
145.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
8.15
IV
99.1%
B/E move
0.9%
Puts
Pseudo strike
13.93
IV
144.4%
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%