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State tax filing
You may have capital gains if you sold your RSUs at a price greater than the market value of the shares on the date such RSUs vested with you. If you did not sell your RSUs, then you are correct in that the RSUs represent a form of compensation and would be included on your W-2. Moreover, there would be no capital gain/loss to report because you did not sell your shares.
Your employer would probably have sold some of the shares that vested to cover their withholding requirements; however, the shares that were sold for withholding are not reported on your return.
If you can, provide some additional information about how you entered your RSUs on your federal return. The information you provide on your federal return should carryover to populate your state returns, including IT-203 F. Before completing your federal section, make sure you have indicated in the Personal Info section that you earned money in another state, namely NY.
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