WSFS (WSFS Financial Corp)
Expected Move & Straddle Price History
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).
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.
Current WSFS Expected Move
30-Day Straddle
$5.32
7-Day Straddle
$5.32
Avg IV
0.9%
IV Rank
85%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $5.32 | $5.32 | 0.9% | 85% |
| 20260831 | $5.12 | $5.12 | 0.9% | 93% |
| 20260828 | $4.60 | $4.60 | 0.8% | 72% |
| 20260827 | $4.35 | $4.35 | 0.7% | 57% |
| 20260826 | $5.00 | $5.00 | 0.9% | 84% |
| 20260825 | $4.55 | $4.55 | 0.9% | 80% |
| 20260824 | $5.10 | $5.10 | 0.8% | 75% |
| 20260821 | $5.00 | $3.62 | 0.7% | 57% |
| 20260820 | $4.83 | $1.23 | 0.7% | 54% |
| 20260819 | $5.35 | $2.65 | 0.8% | 77% |
| 20260818 | $4.83 | $3.18 | 0.7% | 60% |
| 20260817 | $4.47 | $3.10 | 0.6% | 44% |
| 20260814 | $5.00 | $2.97 | 0.6% | 46% |
| 20260813 | $5.10 | $3.60 | 0.6% | 46% |
| 20260812 | $4.65 | $3.75 | 0.7% | 48% |
| 20260811 | $5.85 | $4.10 | 0.6% | 41% |
| 20260810 | $5.70 | $2.92 | 0.7% | 56% |
| 20260806 | $5.70 | $4.47 | 0.7% | 49% |
| 20260805 | $4.75 | $4.75 | 0.6% | 39% |
| 20260804 | $3.95 | $3.95 | 0.6% | 37% |
| 20260803 | $4.35 | $4.35 | 0.6% | 45% |
| 20260731 | $4.20 | $4.20 | 0.5% | 23% |
| 20260730 | $5.90 | $5.90 | 0.7% | 54% |
| 20260729 | $5.25 | $5.25 | 0.6% | 42% |
| 20260728 | $5.17 | $5.17 | 0.5% | 28% |
| 20260727 | $5.20 | $5.20 | 0.6% | 39% |
| 20260724 | $5.10 | $5.10 | 0.6% | 36% |
| 20260723 | $5.50 | $5.50 | 0.4% | 4% |
| 20260722 | $5.85 | $5.85 | 0.5% | 26% |
| 20260721 | $6.30 | $6.30 | 0.4% | 14% |
| 20260720 | $4.88 | $4.88 | 0.4% | 11% |
| 20260716 | $5.55 | $2.48 | 0.4% | 14% |
| 20260715 | $6.10 | $4.80 | 0.5% | 22% |
| 20260714 | $6.22 | $5.05 | 0.5% | 20% |
| 20260713 | $6.43 | $5.15 | 0.5% | 18% |
| 20260710 | $6.50 | $5.20 | 0.4% | 12% |
| 20260709 | $6.50 | $4.80 | 0.4% | 0% |
| 20260708 | $5.95 | $4.88 | 0.5% | 15% |
| 20260707 | $6.28 | $5.20 | 0.5% | 21% |
| 20260706 | $6.45 | $5.25 | 0.4% | 1% |
| 20260702 | $5.80 | $5.80 | 0.7% | 60% |
| 20260701 | $3.95 | $3.95 | 0.6% | 40% |
| 20260630 | $4.80 | $4.80 | 0.8% | 68% |
| 20260629 | $5.35 | $5.35 | 0.7% | 56% |
| 20260626 | $5.53 | $5.53 | 0.4% | 13% |
| 20260625 | $5.60 | $5.60 | 0.7% | 47% |
| 20260624 | $5.38 | $5.38 | 0.7% | 59% |
| 20260623 | $4.62 | $4.62 | 0.6% | 36% |
| 20260622 | $4.97 | $4.97 | 0.6% | 38% |
| 20260618 | $4.75 | $1.90 | 0.6% | 35% |
| 20260617 | $5.18 | $2.90 | 0.5% | 14% |
| 20260616 | $4.97 | $4.00 | 0.6% | 35% |
| 20260615 | $5.03 | $4.00 | 0.6% | 42% |
| 20260613 | $5.28 | $4.03 | 0.5% | 22% |
| 20260612 | $5.28 | $4.03 | 0.5% | 25% |
| 20260611 | $5.25 | $3.15 | 0.5% | 23% |
| 20260610 | $5.22 | $3.35 | 0.6% | 38% |
| 20260609 | $4.55 | $3.50 | 0.5% | 24% |
| 20260608 | $6.62 | $4.60 | 0.5% | 25% |
| 20260605 | $6.38 | $4.35 | 0.5% | 16% |