Exercise and sell non qualified stock options in different states.

[xiaohutang]

Company granted non qualified stock options in 2011. I excercised it in 2014 and 2015 when I lived in State of New Jersey and worked in State of New York. I moved to State of California in 2016 and sold all stocks. Which state tax (or major tax) I shall pay for this transaction? 

[TomYoung]

The exercise of the NQSO created "compensation" reported on your W-2 so the states of New Jersey and/or New York got their taxes - however that worked out - at the time.  The subsequent sale is entirely a "California" event.  (If you had actually exercised while a resident of California I'm sure the states of New Jersey and/or New York would want their share.)

Tom Young