NAN (Nuveen New York Quality Municipal Income Fund)

Historical IV Rank & Volatility Regime

IV Rank measures where NAN's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on NAN are priced rich or cheap relative to its own recent regime.

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.

NAN IV Rank Summary
Current
53%
Moderate — neutral regime
30-Day Avg
31%
60-Day Avg
36%
90-Day Avg
38%
90-Day Low
6%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in NAN's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
NAN IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260302 53% 1.6%
20260227 22% 0.8%
20260226 39% 1.2%
20260225 25% 0.9%
20260224 39% 1.2%
20260223 24% 0.9%
20260221 29% 1.0%
20260220 28% 1.0%
20260219 14% 0.6%
20260218 20% 0.7%
20260217 8% 0.4%
20260213 29% 1.0%
20260212 21% 0.8%
20260211 44% 1.4%
20260210 27% 0.9%
20260209 21% 0.8%
20260206 27% 0.9%
20260205 16% 0.6%
20260204 46% 1.4%
20260203 69% 2.0%
20260202 72% 2.1%
20260130 20% 0.7%
20260129 39% 1.2%
20260128 46% 1.4%
20260127 19% 0.7%
20260126 48% 1.5%
20260123 23% 0.7%
20260122 12% 0.4%
20260121 44% 1.3%
20260120 15% 0.5%
20260116 10% 0.3%
20260115 50% 1.5%
20260114 10% 0.3%
20260113 21% 0.6%
20260112 6% 0.2%
20260109 39% 1.2%
20260108 37% 1.1%
20260107 35% 1.0%
20260106 41% 1.2%
20260105 22% 0.7%
20260102 40% 1.2%
20251231 39% 1.2%
20251230 42% 1.2%
20251229 52% 1.5%
20251226 44% 1.3%
20251224 33% 1.0%
20251223 32% 1.0%
20251222 48% 1.4%
20251219 46% 1.3%
20251218 29% 0.9%
20251217 37% 1.1%
20251216 38% 1.1%
20251215 100% 2.9%
20251212 59% 1.2%
20251211 43% 0.9%
20251210 52% 1.0%
20251209 55% 1.1%
20251208 56% 1.1%
20251205 52% 1.0%
20251204 56% 1.1%
20251203 56% 1.1%
20251202 78% 1.5%
20251201 63% 1.4%
20251128 39% 0.9%
20251126 37% 0.8%
20251125 22% 0.5%
20251124 36% 0.8%
20251121 50% 1.1%
20251120 48% 1.1%
20251119 43% 1.0%
20251118 47% 1.1%
20251117 40% 0.9%
20251114 26% 0.6%
20251113 36% 0.8%
20251112 39% 0.9%
20251111 43% 1.0%
20251110 32% 0.7%
20251107 19% 0.4%
20251106 26% 0.6%
20251105 45% 1.0%
20251104 47% 1.1%
20251103 45% 1.0%
20251031 32% 0.7%
20251030 52% 1.2%
20251029 46% 1.0%
20251028 51% 1.1%
20251027 30% 0.7%
20251024 88% 1.9%
20251023 36% 0.8%
20251022 21% 0.5%