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WSFS Financial Corporation Common Stock WSFS

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Market datapartial · fetched 2026-10-22T16:34:43.084Z

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 · 2026-10-22T16:33:14.228494507Z

FundamentalsAlpha Vantage · unavailable

Share price$78.41
1D+0.9%
$77.19$77.52$77.85$78.18$78.525:30 AM6:30 AM9:00 AM1:00 PMWSFS
Sold putSold call

WSFS Financial Corporation Common Stock options

Live interpolated WSFS call and put midpoint premiums by absolute delta.WSFS Financial Corporation Common Stock$1.12$3.55$5.98$8.41$10.85$67.75$73.36$78.97$84.58$90.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSFS spot · $78.41WSFS PRICE$2.42$2.45$2.34$2.24$2.13$2.12$2.42$2.72$3.02$3.32$3.63$3.93$4.33$2.31$1.41$1.38$1.80$2.22$2.65$3.07$3.49$4.45$5.51$6.57$7.73$10.15
PutsExpensive1.81×
CallsExpensive1.91×
SkewBullish-5.03 pp
Implied moveBearish±$5.49
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.77113.4%41.8%66.0185.2%18.8%
25Δ94.8983.2%24.1%72.7443.3%9.0%
30Δ90.9569.0%19.0%75.5729.5%5.4%
35Δ87.0054.9%13.8%76.4330.0%4.8%
40Δ83.0640.7%8.7%77.2930.4%4.3%
45Δ79.8429.5%4.5%78.1530.9%3.7%
50Δ79.1428.3%4.0%79.0131.3%3.1%
55Δ78.4427.1%3.5%79.8731.8%2.6%
60Δ77.7425.9%3.0%81.1333.3%2.2%
65Δ77.0424.7%2.5%82.4535.0%1.9%
70Δ76.3323.5%2.0%83.7836.8%1.5%
75Δ75.6322.3%1.5%85.2038.7%1.2%
80Δ74.8521.3%1.0%87.8542.2%0.9%

20Δ

Calls
Pseudo strike
108.77
IV
113.4%
B/E move
41.8%
Puts
Pseudo strike
66.01
IV
85.2%
B/E move
18.8%

25Δ

Calls
Pseudo strike
94.89
IV
83.2%
B/E move
24.1%
Puts
Pseudo strike
72.74
IV
43.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
90.95
IV
69.0%
B/E move
19.0%
Puts
Pseudo strike
75.57
IV
29.5%
B/E move
5.4%

35Δ

Calls
Pseudo strike
87.00
IV
54.9%
B/E move
13.8%
Puts
Pseudo strike
76.43
IV
30.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
83.06
IV
40.7%
B/E move
8.7%
Puts
Pseudo strike
77.29
IV
30.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
79.84
IV
29.5%
B/E move
4.5%
Puts
Pseudo strike
78.15
IV
30.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
79.14
IV
28.3%
B/E move
4.0%
Puts
Pseudo strike
79.01
IV
31.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
78.44
IV
27.1%
B/E move
3.5%
Puts
Pseudo strike
79.87
IV
31.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
77.74
IV
25.9%
B/E move
3.0%
Puts
Pseudo strike
81.13
IV
33.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
77.04
IV
24.7%
B/E move
2.5%
Puts
Pseudo strike
82.45
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
76.33
IV
23.5%
B/E move
2.0%
Puts
Pseudo strike
83.78
IV
36.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
75.63
IV
22.3%
B/E move
1.5%
Puts
Pseudo strike
85.20
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
74.85
IV
21.3%
B/E move
1.0%
Puts
Pseudo strike
87.85
IV
42.2%
B/E move
0.9%

Options history

No recorded observations