Implied Volatility (Mean) (120-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Yatsen Holding Limited Sponsored ADR (YSG) had 120-Day Implied Volatility (Mean) of 0.7662 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.9348
Historical Volatility (Parkinson)	0.8760
Implied Volatility (Calls)	0.7979
Implied Volatility (Puts)	0.7345
Implied Volatility (Mean)	0.7662
Put-Call Implied Volatility Ratio	0.9205
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3863