Winds of 50 miles per hour, with gusts of 60 mph, have been reported.
Expect damage to trees and power lines, the National Weather Service said.
The warning covers Westchester, Fairfield and Rockland counties.
The storm chance will continue through 2 a.m. Friday.
Friday will start with a slight chance of showers in the morning, followed by the possibility of another round of thunderstorms in the afternoon on a day in which the high temperature will be in the low-80s.
There's a slight chance of showers and thunderstorms on Friday night.
Saturday will be partly sunny with a high in the low-70s.
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