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WSFS Financial Corporation Common Stock WSFS

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Market datapartial · fetched 2026-11-12T00:44:32.341Z

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 · 2026-11-11T21:00:02.109492983Z

FundamentalsAlpha Vantage · unavailable

Share price$80.07
1D+0.2%
AH$79.31$79.52$79.73$79.94$80.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSFS
Sold putSold callAH

WSFS Financial Corporation Common Stock options

Live interpolated WSFS call and put midpoint premiums by absolute delta.WSFS Financial Corporation Common Stock$0.64$1.81$2.98$4.15$5.32$72.85$76.11$79.38$82.64$85.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WSFS spot · $80.07WSFS PRICE$1.40$1.92$1.79$1.99$2.18$2.38$2.65$2.99$3.33$3.67$4.01$4.35$0.77$1.07$1.38$1.69$1.99$2.30$2.65$3.04$3.43$3.81$4.20$4.59$4.98
PutsExpensive1.92×
Calls——
Skew——
Implied moveBearish±$5.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.92102.2%17.8%75.0552.7%7.2%
25Δ91.15108.3%16.2%75.9552.4%6.5%
30Δ76.8552.0%5.7%
35Δ84.1265.7%7.3%77.7651.7%5.0%
40Δ82.9460.6%6.1%78.6651.4%4.3%
45Δ81.7655.5%4.8%79.5651.1%3.5%
50Δ80.5850.4%3.6%80.3649.9%3.0%
55Δ79.6946.7%2.8%81.0548.1%2.6%
60Δ79.0844.4%2.5%81.7446.2%2.2%
65Δ78.4642.0%2.2%82.4444.3%1.8%
70Δ77.8539.7%1.8%83.1342.4%1.4%
75Δ77.2437.3%1.5%83.8240.5%1.0%
80Δ76.6334.9%1.1%84.5238.7%0.7%

20Δ

Calls
Pseudo strike
92.92
IV
102.2%
B/E move
17.8%
Puts
Pseudo strike
75.05
IV
52.7%
B/E move
7.2%

25Δ

Calls
Pseudo strike
91.15
IV
108.3%
B/E move
16.2%
Puts
Pseudo strike
75.95
IV
52.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.85
IV
52.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
84.12
IV
65.7%
B/E move
7.3%
Puts
Pseudo strike
77.76
IV
51.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
82.94
IV
60.6%
B/E move
6.1%
Puts
Pseudo strike
78.66
IV
51.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
81.76
IV
55.5%
B/E move
4.8%
Puts
Pseudo strike
79.56
IV
51.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
80.58
IV
50.4%
B/E move
3.6%
Puts
Pseudo strike
80.36
IV
49.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
79.69
IV
46.7%
B/E move
2.8%
Puts
Pseudo strike
81.05
IV
48.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
79.08
IV
44.4%
B/E move
2.5%
Puts
Pseudo strike
81.74
IV
46.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
78.46
IV
42.0%
B/E move
2.2%
Puts
Pseudo strike
82.44
IV
44.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
77.85
IV
39.7%
B/E move
1.8%
Puts
Pseudo strike
83.13
IV
42.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
77.24
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
83.82
IV
40.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
76.63
IV
34.9%
B/E move
1.1%
Puts
Pseudo strike
84.52
IV
38.7%
B/E move
0.7%

Options history

IV · four-Friday blend25.56%
Daily EOD
WSFS24.2%25.0%25.8%2026-10-19: 25.20%2026-10-20: 25.21%2026-10-21: 25.65%2026-10-22: 25.63%2026-10-23: 24.61%2026-10-26: 24.50%2026-10-27: 24.55%2026-10-28: 24.31%2026-10-29: 24.62%2026-10-30: 25.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.20%
25.21%
25.65%
25.63%
24.61%
24.50%
24.55%
24.31%
24.62%
25.56%