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Nuveen New York Quality Municipal Income Fund NAN

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Market datapartial · fetched 2026-10-23T01:38:01.101Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002026129Z

FundamentalsAlpha Vantage · unavailable

Share price$9.87
1D+0.1%
AH$9.83$9.84$9.86$9.88$9.905:30 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$0.45$0.94$1.44$1.94$2.44$7.07$8.68$10.29$11.90$13.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAN spot · $9.87NAN PRICE$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.51$0.53$0.55$0.57$0.59$0.61$0.64$0.92$1.19$1.47$1.75$2.02$2.30
PutsExpensive3.22×
CallsExpensive4.15×
SkewBullish-30.11 pp
Implied moveBearish±$1.14
TiltBearish59.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.28208.0%100.4%7.61139.9%28.0%
25Δ14.43148.4%51.2%8.01125.1%24.2%
30Δ12.39113.0%30.6%8.41110.3%20.3%
35Δ11.7997.0%24.5%8.8295.5%16.4%
40Δ11.1981.1%18.5%9.2280.6%12.5%
45Δ10.6065.1%12.4%9.6265.8%8.7%
50Δ10.0049.2%6.4%10.0252.0%5.0%
55Δ10.3554.0%4.4%
60Δ10.6856.0%3.8%
65Δ11.0258.0%3.3%
70Δ11.3560.0%2.7%
75Δ11.6862.0%2.1%
80Δ12.0164.0%1.5%

20Δ

Calls
Pseudo strike
19.28
IV
208.0%
B/E move
100.4%
Puts
Pseudo strike
7.61
IV
139.9%
B/E move
28.0%

25Δ

Calls
Pseudo strike
14.43
IV
148.4%
B/E move
51.2%
Puts
Pseudo strike
8.01
IV
125.1%
B/E move
24.2%

30Δ

Calls
Pseudo strike
12.39
IV
113.0%
B/E move
30.6%
Puts
Pseudo strike
8.41
IV
110.3%
B/E move
20.3%

35Δ

Calls
Pseudo strike
11.79
IV
97.0%
B/E move
24.5%
Puts
Pseudo strike
8.82
IV
95.5%
B/E move
16.4%

40Δ

Calls
Pseudo strike
11.19
IV
81.1%
B/E move
18.5%
Puts
Pseudo strike
9.22
IV
80.6%
B/E move
12.5%

45Δ

Calls
Pseudo strike
10.60
IV
65.1%
B/E move
12.4%
Puts
Pseudo strike
9.62
IV
65.8%
B/E move
8.7%

50Δ

Calls
Pseudo strike
10.00
IV
49.2%
B/E move
6.4%
Puts
Pseudo strike
10.02
IV
52.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.35
IV
54.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.68
IV
56.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.02
IV
58.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.35
IV
60.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.68
IV
62.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.01
IV
64.0%
B/E move
1.5%

Options history

No recorded observations