NAN · Expected Move
Nuveen New York Quality Municipal Income Fund
The expected move for NAN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NAN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NAN Expected Move
30-Day Straddle
$3.38
7-Day Straddle
$3.38
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to NAN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NAN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $3.38 | $3.38 | — | — |
| 20260227 | $1.62 | $1.62 | 28.0% | 8% |
| 20260226 | $1.57 | $1.57 | 32.2% | 12% |
| 20260225 | $1.65 | $1.65 | 37.6% | 17% |
| 20260224 | $1.57 | $1.57 | 33.1% | 13% |
| 20260223 | $1.68 | $1.68 | 45.6% | 25% |
| 20260221 | $1.57 | $1.57 | — | — |
| 20260220 | $1.57 | $1.38 | 29.7% | 10% |
| 20260219 | $1.57 | $1.45 | 41.5% | 21% |
| 20260218 | $1.57 | $1.35 | 33.4% | 13% |
| 20260217 | $1.60 | $1.32 | 28.1% | 8% |
| 20260213 | $1.73 | $1.83 | 27.9% | 8% |
| 20260212 | $1.75 | $1.40 | 30.2% | 10% |
| 20260211 | $1.25 | $3.40 | 56.6% | 35% |
| 20260210 | $1.35 | $3.33 | 40.1% | 20% |
| 20260209 | $1.75 | $1.12 | 124.3% | 100% |
| 20260206 | $2.40 | $1.62 | 83.1% | 100% |
| 20260205 | $1.85 | $1.55 | 51.3% | 56% |
| 20260204 | $1.12 | $1.12 | 57.4% | 67% |
| 20260203 | $1.68 | $1.68 | 41.9% | 40% |
| 20260202 | $1.73 | $1.73 | 33.0% | 24% |
| 20260130 | $1.80 | $1.80 | 33.1% | 24% |
| 20260129 | $1.77 | $1.77 | 29.4% | 18% |
| 20260128 | $1.75 | $1.75 | 29.9% | 19% |
| 20260127 | $1.80 | $1.80 | 29.1% | 17% |
| 20260126 | $1.80 | $1.80 | 29.3% | 18% |
| 20260123 | $3.65 | $3.65 | 30.6% | 20% |
| 20260122 | $1.80 | $1.80 | 33.2% | 25% |
| 20260121 | $2.50 | $2.50 | 36.3% | 30% |
| 20260120 | $1.80 | $1.80 | 41.0% | 38% |
| 20260116 | $1.77 | $1.48 | 32.9% | 24% |
| 20260115 | $1.60 | $1.45 | 42.7% | 41% |
| 20260114 | $1.75 | $1.55 | 25.4% | 11% |
| 20260113 | $1.60 | $3.58 | 37.1% | 31% |
| 20260112 | $1.83 | $1.50 | 29.8% | 18% |
| 20260109 | $1.82 | $1.55 | 32.9% | 24% |
| 20260108 | $1.93 | $3.92 | 24.5% | 9% |
| 20260107 | $1.93 | $1.60 | 30.8% | 20% |
| 20260106 | $1.90 | $1.57 | 35.9% | 29% |
| 20260105 | $1.88 | $1.65 | 36.3% | 30% |
| 20260102 | $1.80 | $1.80 | 29.3% | 22% |
| 20251231 | $1.78 | $1.78 | 37.8% | 37% |
| 20251230 | $1.85 | $1.85 | 33.8% | 30% |
| 20251229 | $1.60 | $1.60 | 34.4% | 31% |
| 20251226 | $1.77 | $1.77 | 42.4% | 44% |
| 20251224 | $1.80 | $1.80 | 28.4% | 21% |
| 20251223 | $1.77 | $1.77 | 26.7% | 18% |
| 20251222 | $1.85 | $1.85 | 43.3% | 46% |
| 20251219 | $1.88 | $1.70 | 33.2% | 29% |
| 20251218 | $1.38 | $1.20 | 28.6% | 21% |
| 20251217 | $1.77 | $1.50 | 32.2% | 27% |
| 20251216 | $1.80 | $6.17 | 31.2% | 26% |
| 20251215 | $1.80 | $1.73 | 45.6% | 50% |
| 20251212 | $2.20 | $1.40 | 38.1% | 37% |
| 20251211 | $2.17 | $1.35 | 75.8% | 100% |
| 20251210 | $1.82 | $1.38 | 75.7% | 100% |
| 20251209 | $1.80 | $1.05 | — | — |
| 20251208 | $1.82 | $1.62 | 70.6% | 100% |
| 20251205 | $1.80 | $1.27 | 44.3% | 57% |
| 20251204 | $1.77 | $3.00 | 44.8% | 58% |
More on NAN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.