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Yatsen Holding Limited American Depositary Shares, each representing twenty (20) Class A Ordinary Shares YSG

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Market datapartial · fetched 2026-10-22T23:57:40.423Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003742752Z

FundamentalsAlpha Vantage · unavailable

Share price$2.42
1D+1.7%
AH$2.37$2.40$2.42$2.44$2.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYSG
Sold putSold callAH

Yatsen Holding Limited American Depositary Shares, each representing twenty (20) Class A Ordinary Shares options

Live interpolated YSG call and put midpoint premiums by absolute delta.Yatsen Holding Limited American Depositary Shares, each representing twenty (20) Class A Ordinary Shares$0.45$1.11$1.76$2.41$3.06$0.33$1.53$2.73$3.93$5.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YSG spot · $2.42YSG PRICE$0.53$0.56$0.60$0.63$0.69$0.99$1.28$1.58$1.87$2.17$2.46$2.87
PutsExpensive2.35×
CallsExpensive3.80×
SkewBullish-89.83 pp
Implied moveBearish±$1.84
TiltBearish71.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ2.55227.2%23.2%
45Δ5.04387.1%130.1%2.90230.7%20.9%
50Δ4.29348.2%100.4%3.26234.1%18.6%
55Δ3.57310.3%72.1%3.61237.5%16.2%
60Δ2.85272.4%43.8%3.96240.9%13.9%
65Δ4.31244.4%11.6%
70Δ4.66247.8%9.3%
75Δ5.12255.0%7.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.55
IV
227.2%
B/E move
23.2%

45Δ

Calls
Pseudo strike
5.04
IV
387.1%
B/E move
130.1%
Puts
Pseudo strike
2.90
IV
230.7%
B/E move
20.9%

50Δ

Calls
Pseudo strike
4.29
IV
348.2%
B/E move
100.4%
Puts
Pseudo strike
3.26
IV
234.1%
B/E move
18.6%

55Δ

Calls
Pseudo strike
3.57
IV
310.3%
B/E move
72.1%
Puts
Pseudo strike
3.61
IV
237.5%
B/E move
16.2%

60Δ

Calls
Pseudo strike
2.85
IV
272.4%
B/E move
43.8%
Puts
Pseudo strike
3.96
IV
240.9%
B/E move
13.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
244.4%
B/E move
11.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.66
IV
247.8%
B/E move
9.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.12
IV
255.0%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations