aravidreddy845,
This is something to bring up with your payroll department but, reading between the lines, I assume you commute to work in NY, in which case NY treats you have having NY income. See
https://support.taxslayer.com/hc/en-us/articles/360018416492-How-do-I-file-if-I-live-in-New-Jersey-b...
for example, though you would file a NY part-year resident return an not a nonresident return. NJ goes into some detail about their process at
https://www.state.nj.us/treasury/taxation/pdf/pubs/tgi-ee/git6.pdf
In this assumed case, while you would be forking over a lot of tax to NY, you would receive a tax credit against your NJ income tax for the NY tax that would be attributed to the period you resided in NJ.
