WSFS · Expected Move
WSFS Financial Corp
The expected move for WSFS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
WSFS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current WSFS Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$3.15
30-Day ATM IV
25.5%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to WSFS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
WSFS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.05 | $3.15 | 25.5% | 34% |
| 20261015 | $6.10 | $4.70 | 29.8% | 70% |
| 20261014 | $5.15 | $4.15 | 27.0% | 46% |
| 20261013 | $5.00 | $3.23 | 25.4% | 33% |
| 20261012 | $5.85 | $3.30 | 29.8% | 70% |
| 20261009 | $5.30 | $4.70 | 26.9% | 45% |
| 20261008 | $5.70 | $4.93 | 28.6% | 60% |
| 20261007 | $5.50 | $4.70 | 28.4% | 58% |
| 20261006 | $6.07 | $5.15 | 26.9% | 45% |
| 20261005 | $5.55 | $5.78 | 26.6% | 43% |
| 20261002 | $5.35 | $5.35 | 26.4% | 41% |
| 20261001 | $4.90 | $4.90 | 24.2% | 22% |
| 20260930 | $4.40 | $4.40 | 27.2% | 48% |
| 20260929 | $5.20 | $5.20 | 27.0% | 46% |
| 20260928 | $3.67 | $3.67 | 26.4% | 41% |
| 20260925 | $5.30 | $5.30 | 24.0% | 21% |
| 20260924 | $5.90 | $5.90 | 25.7% | 35% |
| 20260923 | $5.50 | $5.50 | 24.5% | 24% |
| 20260922 | $4.85 | $4.85 | 29.6% | 68% |
| 20260921 | $3.60 | $3.60 | 24.4% | 24% |
| 20260918 | $5.25 | $1.45 | 28.3% | 57% |
| 20260917 | $4.65 | $3.42 | 25.6% | 34% |
| 20260916 | $5.25 | $4.80 | 28.2% | 57% |
| 20260915 | $5.43 | $4.95 | 27.5% | 50% |
| 20260914 | $4.50 | $3.67 | 24.2% | 22% |
| 20260911 | $5.30 | $4.92 | 27.4% | 50% |
| 20260910 | $4.70 | $2.72 | 23.9% | 19% |
| 20260909 | $4.78 | $5.00 | 26.5% | 42% |
| 20260908 | $4.62 | $3.88 | 24.6% | 26% |
| 20260904 | $5.45 | $4.47 | 27.0% | 46% |
| 20260903 | $5.50 | $3.33 | 25.4% | 33% |
| 20260902 | $4.97 | $4.97 | 23.7% | 18% |
| 20260901 | $5.32 | $5.32 | 27.1% | 47% |
| 20260831 | $5.12 | $5.12 | 26.0% | 38% |
| 20260828 | $4.60 | $4.60 | 26.5% | 42% |
| 20260827 | $4.35 | $4.35 | 24.6% | 26% |
| 20260826 | $5.00 | $5.00 | 24.3% | 23% |
| 20260825 | $4.55 | $4.55 | 26.8% | 45% |
| 20260824 | $5.10 | $5.10 | 28.3% | 57% |
| 20260821 | $5.00 | $3.62 | 27.7% | 52% |
| 20260820 | $4.83 | $1.23 | 26.5% | 41% |
| 20260819 | $5.35 | $2.65 | 29.9% | 71% |
| 20260818 | $4.83 | $3.18 | 22.9% | 11% |
| 20260817 | $4.47 | $3.10 | 21.6% | 0% |
| 20260814 | $5.00 | $2.97 | 23.1% | 3% |
| 20260813 | $5.10 | $3.60 | 23.9% | 7% |
| 20260812 | $4.65 | $3.75 | 22.8% | 0% |
| 20260811 | $5.85 | $4.10 | 27.5% | 21% |
| 20260810 | $5.70 | $2.92 | 27.1% | 18% |
| 20260807 | — | — | 26.7% | 15% |
| 20260806 | $5.70 | $4.47 | 24.8% | 2% |
| 20260805 | $4.75 | $4.75 | 25.9% | 9% |
| 20260804 | $3.95 | $3.95 | 26.0% | 10% |
| 20260803 | $4.35 | $4.35 | 25.5% | 6% |
| 20260731 | $4.20 | $4.20 | 26.0% | 10% |
| 20260730 | $5.90 | $5.90 | 32.1% | 53% |
| 20260729 | $5.25 | $5.25 | 25.8% | 8% |
| 20260728 | $5.17 | $5.17 | 25.5% | 6% |
| 20260727 | $5.20 | $5.20 | 27.9% | 19% |
| 20260724 | $5.10 | $5.10 | 28.2% | 21% |
More on WSFS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.