NAN · Nuveen New York Quality Municipal Income Fund

Track NAN — free Ask ALVIS about NAN

$11.23 -0.01 (-0.09%)

Market Cap

$370.55M

32.97M

Options Chain

15-min delayed Underlying $11.23 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 18 contracts

Put / call OI

—

No open interest

Open interest

contracts outstanding

Volume

traded today

Max pain

$12.50

$1.27 above spot

ATM implied vol

30%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Nov 20 114d Feb 19 205d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	327.5%	0.988	—		—	—	—	—	0
Call · $2.5 In the money Last — Breakeven — Implied vol 327.5% Delta 0.988 ≈99% ITM Gamma 0.004 Theta -0.005 Vega 0.001 Open interest 0 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	182.1%	0.979	—		—	—	—	—	0
Call · $5 In the money Last — Breakeven — Implied vol 182.1% Delta 0.979 ≈98% ITM Gamma 0.011 Theta -0.004 Vega 0.002 Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	30%	0.964	$0.81		—	—	—	—	0
Call · $10 In the money Last $0.81 Breakeven $10.81 Implied vol 30% Delta 0.964 ≈96% ITM Gamma 0.157 Theta -0.001 Vega 0.002 Open interest 0 Model this call Put · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
Underlying $11.23
0	—	—	—	—		$1.45	—	—	10	20
Call · $12.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $12.5 In the money Last $1.45 Breakeven $11.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $15 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.855	140%	—	0
Call · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol 140% Delta -0.855 ≈85% ITM Gamma 0.056 Theta -0.02 Vega 0.006 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.985	114.3%	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 114.3% Delta -0.985 ≈98% ITM Gamma 0.009 Theta -0.002 Vega 0.001 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1074769 CUSIP 67066X107 13F (30d) 18 filings 18 filers Visit website