Option Greeks measure how Yatsen Holding Limited (YSG) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. YSG implied volatility is in the lower part of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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YSG Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the YSG Greeks charts?
Gamma, theta, and vega are largest for strikes near the Yatsen stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect YSG's Greeks?
Yatsen IV rank is 28, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 79.8% to 752.3%. See the YSG implied volatility history for a longer view.
How much gamma and delta do YSG options carry in total?
Across all open Yatsen options on Nov 6, 2026, net gamma exposure was $14 and net delta exposure was $3.7K per 1% move in the stock. The YSG gamma exposure chart shows where that gamma sits by strike.
What is Yatsen Holding Limited?
Yatsen Holding Ltd is engaged in the retail business of beauty products, skincare items, and other cosmetic products.