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WSFS Financial Corporation Common Stock WSFS

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Market datapartial · fetched 2026-10-22T21:03:06.831Z

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 · 2026-10-22T20:49:02.672146596Z

FundamentalsAlpha Vantage · unavailable

Share price$77.61
1D-0.1%
AH$77.15$77.61$78.08$78.54$79.005:30 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$0.98$2.62$4.27$5.91$7.55$67.81$73.54$79.27$85.00$90.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSFS spot · $77.61WSFS PRICE$2.41$2.45$2.45$2.45$2.45$2.65$3.04$3.42$3.81$4.20$4.84$5.76$6.69$2.43$1.71$1.16$1.56$1.96$2.35$2.75$3.15$3.55$4.27$5.21$6.14$7.08
PutsExpensive1.62×
CallsExpensive2.19×
SkewBullish-15.18 pp
Implied moveBullish±$5.79
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.00114.8%42.3%65.1288.4%19.2%
25Δ94.5785.3%25.0%70.4754.8%11.4%
30Δ90.3771.8%19.6%75.1226.3%4.7%
35Δ86.1858.3%14.2%75.8826.6%4.2%
40Δ81.9844.8%8.8%76.6526.9%3.8%
45Δ79.4837.8%5.8%77.4127.2%3.3%
50Δ78.4936.5%5.0%78.1727.4%2.8%
55Δ77.5035.3%4.3%78.9427.7%2.3%
60Δ76.5134.0%3.5%79.7028.0%1.9%
65Δ75.5232.7%2.7%80.7128.5%1.5%
70Δ74.4332.2%2.1%81.8829.1%1.2%
75Δ73.2332.3%1.8%83.0529.8%0.9%
80Δ72.0332.5%1.4%84.2230.4%0.6%

20Δ

Calls
Pseudo strike
108.00
IV
114.8%
B/E move
42.3%
Puts
Pseudo strike
65.12
IV
88.4%
B/E move
19.2%

25Δ

Calls
Pseudo strike
94.57
IV
85.3%
B/E move
25.0%
Puts
Pseudo strike
70.47
IV
54.8%
B/E move
11.4%

30Δ

Calls
Pseudo strike
90.37
IV
71.8%
B/E move
19.6%
Puts
Pseudo strike
75.12
IV
26.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
86.18
IV
58.3%
B/E move
14.2%
Puts
Pseudo strike
75.88
IV
26.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
81.98
IV
44.8%
B/E move
8.8%
Puts
Pseudo strike
76.65
IV
26.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
79.48
IV
37.8%
B/E move
5.8%
Puts
Pseudo strike
77.41
IV
27.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
78.49
IV
36.5%
B/E move
5.0%
Puts
Pseudo strike
78.17
IV
27.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
77.50
IV
35.3%
B/E move
4.3%
Puts
Pseudo strike
78.94
IV
27.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
76.51
IV
34.0%
B/E move
3.5%
Puts
Pseudo strike
79.70
IV
28.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
75.52
IV
32.7%
B/E move
2.7%
Puts
Pseudo strike
80.71
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
74.43
IV
32.2%
B/E move
2.1%
Puts
Pseudo strike
81.88
IV
29.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
73.23
IV
32.3%
B/E move
1.8%
Puts
Pseudo strike
83.05
IV
29.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
72.03
IV
32.5%
B/E move
1.4%
Puts
Pseudo strike
84.22
IV
30.4%
B/E move
0.6%

Options history

No recorded observations