All of the following variants are listed by the CDC as Variants Being Monitored.
Epsilon: The B.1.427 and B.1.429 variants are usually lumped together and known as Epsilon. First seen in California, this one has the same L452R mutation carried by Delta, but not some of its other mutations and has not taken off in the way Delta has.
Iota: First seen in New York last November, the B.1.526 or Iota variant spread at first, accounting for as many as 9% of samples last April, but it's now virtually disappeared. It has what's called a 484 mutation that should help the virus attach more easily to the cells it infects and makes the virus less recognizable to the immune system.
Eta: First seen in the UK and Nigeria, Eta, also known as B.1.525, carries an E484K mutation. It has also virtually disappeared.
Zeta: Circulating in Brazil since last year, this variant, also known as P.2, also carries the E484K mutation and has not been found widely globally. It's almost disappeared in the US, according to the CDC.
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There are no variants designated Nu or Xi. WHO decided "Nu" sounded too much like the English word "new" and Xi is a common last name.