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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 2026-10-23T16:42:04.703Z

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 · 2026-10-23T15:44:02.069871798Z

FundamentalsAlpha Vantage · unavailable

Share price$2.40
1D+1.5%
$2.36$2.37$2.39$2.40$2.425:30 AM6:30 AM9:00 AM1:00 PMYSG
Sold putSold call

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$0.34$1.16$1.98$2.81$3.63$0.48$1.58$2.68$3.78$4.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YSG spot · $2.40YSG PRICE$0.42$0.46$0.49$0.52$0.82$1.10$1.38$1.66$1.95$2.23$2.51$3.40
PutsExpensive2.35×
CallsExpensive3.72×
SkewBullish-83.17 pp
Implied moveBearish±$1.59
TiltBearish77.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ5.19361.5%134.1%
45Δ4.40323.3%102.1%2.75209.6%19.3%
50Δ3.76289.5%76.9%3.09213.2%17.2%
55Δ3.12255.6%51.6%3.42216.9%15.1%
60Δ3.75220.5%13.0%
65Δ4.08224.1%10.9%
70Δ4.42227.7%8.9%
75Δ4.75231.3%6.8%
80Δ5.68250.9%4.9%

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
5.19
IV
361.5%
B/E move
134.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.40
IV
323.3%
B/E move
102.1%
Puts
Pseudo strike
2.75
IV
209.6%
B/E move
19.3%

50Δ

Calls
Pseudo strike
3.76
IV
289.5%
B/E move
76.9%
Puts
Pseudo strike
3.09
IV
213.2%
B/E move
17.2%

55Δ

Calls
Pseudo strike
3.12
IV
255.6%
B/E move
51.6%
Puts
Pseudo strike
3.42
IV
216.9%
B/E move
15.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
220.5%
B/E move
13.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.08
IV
224.1%
B/E move
10.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.42
IV
227.7%
B/E move
8.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.75
IV
231.3%
B/E move
6.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.68
IV
250.9%
B/E move
4.9%

Options history

No recorded observations