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Nuveen New York Quality Municipal Income Fund NAN

i

Market dataready · fetched 2026-11-12T03:16:19.975Z

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 · 2026-11-12T00:00:00.002122425Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:16:19.233363+00:00

Share price$10.09
1D-1.1%
AH$10.05$10.09$10.13$10.17$10.215:30 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$0.33$0.73$1.14$1.54$1.94$8.06$9.12$10.18$11.23$12.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAN spot · $10.09NAN PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.58$0.88$1.18$1.48$1.78$0.38$0.38$0.38$0.38$0.38$0.41$0.61$0.82$1.02$1.22$1.42$1.63$1.83
PutsExpensive4.36×
CallsExpensive4.91×
SkewBullish-10.92 pp
Implied moveBearish±$0.99
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.34257.6%55.8%7.85214.0%25.9%
25Δ12.88187.0%31.4%8.30183.8%21.5%
30Δ12.16158.9%24.2%8.74153.6%17.1%
35Δ11.75138.8%20.2%9.19123.4%12.7%
40Δ11.35118.6%16.2%9.6393.3%8.2%
45Δ10.9498.5%12.1%10.0468.6%4.5%
50Δ10.5378.4%8.1%10.2969.8%4.1%
55Δ10.1358.2%4.1%10.5471.0%3.6%
60Δ9.7759.0%2.6%10.7872.2%3.2%
65Δ9.4469.2%2.3%11.0373.5%2.8%
70Δ9.1179.4%2.0%11.2874.7%2.3%
75Δ8.7889.6%1.7%11.5375.9%1.9%
80Δ8.4599.8%1.4%11.7777.1%1.4%

20Δ

Calls
Pseudo strike
15.34
IV
257.6%
B/E move
55.8%
Puts
Pseudo strike
7.85
IV
214.0%
B/E move
25.9%

25Δ

Calls
Pseudo strike
12.88
IV
187.0%
B/E move
31.4%
Puts
Pseudo strike
8.30
IV
183.8%
B/E move
21.5%

30Δ

Calls
Pseudo strike
12.16
IV
158.9%
B/E move
24.2%
Puts
Pseudo strike
8.74
IV
153.6%
B/E move
17.1%

35Δ

Calls
Pseudo strike
11.75
IV
138.8%
B/E move
20.2%
Puts
Pseudo strike
9.19
IV
123.4%
B/E move
12.7%

40Δ

Calls
Pseudo strike
11.35
IV
118.6%
B/E move
16.2%
Puts
Pseudo strike
9.63
IV
93.3%
B/E move
8.2%

45Δ

Calls
Pseudo strike
10.94
IV
98.5%
B/E move
12.1%
Puts
Pseudo strike
10.04
IV
68.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
10.53
IV
78.4%
B/E move
8.1%
Puts
Pseudo strike
10.29
IV
69.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
10.13
IV
58.2%
B/E move
4.1%
Puts
Pseudo strike
10.54
IV
71.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
9.77
IV
59.0%
B/E move
2.6%
Puts
Pseudo strike
10.78
IV
72.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
9.44
IV
69.2%
B/E move
2.3%
Puts
Pseudo strike
11.03
IV
73.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
9.11
IV
79.4%
B/E move
2.0%
Puts
Pseudo strike
11.28
IV
74.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
8.78
IV
89.6%
B/E move
1.7%
Puts
Pseudo strike
11.53
IV
75.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
8.45
IV
99.8%
B/E move
1.4%
Puts
Pseudo strike
11.77
IV
77.1%
B/E move
1.4%

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%