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WSFS Financial Corporation WSFS

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T16:47:06.999Z

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 · 2026-10-23T16:41:59.901677644Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:47:05.048041+00:00

Share price$78.87
1D+1.0%
$77.48$77.88$78.29$78.69$79.105:30 AM6:30 AM9:00 AM1:00 PMWSFS
Sold putSold call

WSFS Financial Corporation options

Live interpolated WSFS call and put midpoint premiums by absolute delta.WSFS Financial Corporation$2.26$3.99$5.72$7.45$9.17$65.71$72.07$78.44$84.80$91.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSFS spot · $78.87WSFS PRICE$2.45$2.45$2.45$2.46$2.47$2.47$2.59$2.78$2.96$3.15$3.34$3.53$3.72$2.46$2.53$2.59$2.65$2.72$2.78$2.85$3.02$3.84$4.67$5.50$6.32$8.68
PutsExpensive2.08×
CallsExpensive1.83×
SkewBearish+3.97 pp
Implied moveBearish±$5.43
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.30115.8%41.7%65.4692.5%20.1%
25Δ95.1883.9%23.8%67.5883.0%17.5%
30Δ89.1666.4%16.2%69.7073.6%14.9%
35Δ86.4656.6%12.7%71.8264.1%12.3%
40Δ83.7646.8%9.3%73.9454.7%9.7%
45Δ81.0536.9%5.9%76.0645.3%7.1%
50Δ79.6431.8%4.3%78.1835.8%4.5%
55Δ79.0429.6%3.7%80.1527.9%2.2%
60Δ78.4527.5%3.2%81.2328.9%1.9%
65Δ77.8525.3%2.7%82.3029.8%1.6%
70Δ77.2523.2%2.2%83.3730.8%1.3%
75Δ76.6621.0%1.7%84.4531.8%0.9%
80Δ76.0618.9%1.2%86.9737.1%0.7%

20Δ

Calls
Pseudo strike
109.30
IV
115.8%
B/E move
41.7%
Puts
Pseudo strike
65.46
IV
92.5%
B/E move
20.1%

25Δ

Calls
Pseudo strike
95.18
IV
83.9%
B/E move
23.8%
Puts
Pseudo strike
67.58
IV
83.0%
B/E move
17.5%

30Δ

Calls
Pseudo strike
89.16
IV
66.4%
B/E move
16.2%
Puts
Pseudo strike
69.70
IV
73.6%
B/E move
14.9%

35Δ

Calls
Pseudo strike
86.46
IV
56.6%
B/E move
12.7%
Puts
Pseudo strike
71.82
IV
64.1%
B/E move
12.3%

40Δ

Calls
Pseudo strike
83.76
IV
46.8%
B/E move
9.3%
Puts
Pseudo strike
73.94
IV
54.7%
B/E move
9.7%

45Δ

Calls
Pseudo strike
81.05
IV
36.9%
B/E move
5.9%
Puts
Pseudo strike
76.06
IV
45.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
79.64
IV
31.8%
B/E move
4.3%
Puts
Pseudo strike
78.18
IV
35.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
79.04
IV
29.6%
B/E move
3.7%
Puts
Pseudo strike
80.15
IV
27.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
78.45
IV
27.5%
B/E move
3.2%
Puts
Pseudo strike
81.23
IV
28.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
77.85
IV
25.3%
B/E move
2.7%
Puts
Pseudo strike
82.30
IV
29.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
77.25
IV
23.2%
B/E move
2.2%
Puts
Pseudo strike
83.37
IV
30.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
76.66
IV
21.0%
B/E move
1.7%
Puts
Pseudo strike
84.45
IV
31.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
76.06
IV
18.9%
B/E move
1.2%
Puts
Pseudo strike
86.97
IV
37.1%
B/E move
0.7%

Options history

No recorded observations