Step 1: Polar form.
$x=r\cos\theta$, $y=r\sin\theta$; punctured disc becomes $0<r\leq1$, full angle sweep.
Step 2: Rewrite integral.
\[ I_\alpha=2\pi\int_0^1 r^{1-2\alpha}\,dr \]
Step 3: p-test near zero.
$\int_0^1 r^p\,dr$ finite iff $p>-1$, here $p=1-2\alpha$.
Step 4: Bound on alpha.
\[ 1-2\alpha>-1 \Rightarrow \alpha<1 \]
Step 5: Supremum.
Set is $[0,1)$, supremum $1$.
\[ \boxed{N_0=1} \]