It depends. The only real question is whether or not you still qualify for the California Health Plan or not. That part you will need to work out between the CA and NV marketplaces. But, with regards to your other questions:
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Do you need to file in California: The answer is no as long as you neither live or work in California all year. California can only tax your income if you live there or work physically in the state. Having an insurance policy there does not change this. (One exception: if you are in Nevada because of school or an internship, but your home is still California, then you are a California resident and must file and pay taxes to California).
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Do I have to pay for the No Coverage Fee: It depends, but probably not. Not 100 percent sure of what you are asking, but I'll cover three possibilities. If you are talking about 2018 (when you file next year), the answer is no. The new tax law has done away with the penalty in 2018, so that is not a concern for next year. If you are talking about 2017, and had insurance, then you will have no penalty because the requirement is to have qualifying health insurance, which you apparently obtained. You may need to reconcile your Premium Tax Credit, however, if you received or qualified for subsidies to help pay the premiums. Finally, if you did not have qualifying health insurance in 2017, then it is likely that you will have a penalty, unless you qualify for an exception. TurboTax will assist you with this, however.
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