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

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-13T01:27:44.288Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003261868Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T01:20:14.133307+00:00

Share price$1.95
1D+4.3%
AH$1.86$1.90$1.93$1.96$2.005:30 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$0.55$1.52$2.49$3.46$4.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEYSG PRICE$0.65$0.65$0.65$0.65$0.65$0.65$0.65$1.70$2.76$4.15
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.22800.0%303.5%
35Δ6.24800.0%253.2%
40Δ5.26800.0%202.9%
45Δ4.55787.1%166.6%
50Δ3.94769.6%135.3%
55Δ3.33752.2%104.0%
60Δ2.72734.7%72.7%
65Δ
70Δ3.50393.8%7.7%
75Δ4.56511.0%7.7%
80Δ5.97584.4%6.7%

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
7.22
IV
800.0%
B/E move
303.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.24
IV
800.0%
B/E move
253.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.26
IV
800.0%
B/E move
202.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.55
IV
787.1%
B/E move
166.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.94
IV
769.6%
B/E move
135.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.33
IV
752.2%
B/E move
104.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.72
IV
734.7%
B/E move
72.7%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
393.8%
B/E move
7.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
511.0%
B/E move
7.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.97
IV
584.4%
B/E move
6.7%

Options history

IV · four-Friday blend170.62%
Daily EOD
YSG150.4%161.9%173.3%2026-10-23: 152.02%2026-10-26: 171.15%2026-10-27: 154.24%2026-10-28: 171.75%2026-10-29: 170.62%Oct 23Oct 27Oct 29
5 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
152.02%
171.15%
154.24%
171.75%
170.62%