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
$5.55
7-Day Straddle
$2.48
Avg IV
0.4%
IV Rank
14%
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 |
|---|---|---|---|---|
| 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% |
| 20260604 | $5.95 | $4.05 | 0.5% | 20% |
| 20260603 | $5.10 | $3.12 | 0.5% | 27% |
| 20260602 | $4.12 | $4.12 | 0.9% | 80% |
| 20260601 | $4.20 | $4.20 | 0.9% | 87% |
| 20260529 | $3.75 | $3.75 | 1.0% | 96% |
| 20260528 | $3.80 | $3.80 | 0.8% | 71% |
| 20260527 | $4.50 | $4.50 | 0.8% | 75% |
| 20260526 | $4.28 | $4.28 | 0.7% | 57% |
| 20260522 | $4.75 | $4.75 | 0.8% | 66% |
| 20260521 | $4.65 | $4.65 | 0.7% | 54% |
| 20260520 | $4.65 | $4.65 | 0.8% | 61% |
| 20260519 | $4.25 | $4.25 | 0.7% | 54% |
| 20260518 | $4.50 | $4.50 | 0.8% | 64% |
| 20260515 | $4.53 | $2.95 | 0.7% | 54% |
| 20260514 | $4.92 | $2.27 | 0.7% | 53% |
| 20260513 | $4.65 | $3.60 | 0.7% | 55% |
| 20260512 | $4.42 | $3.48 | 0.6% | 42% |
| 20260511 | $4.90 | $3.65 | 0.7% | 50% |
| 20260510 | $5.45 | $3.65 | 0.7% | 48% |
| 20260508 | $5.45 | $3.65 | 0.7% | 46% |
| 20260507 | $5.55 | $3.85 | 0.6% | 36% |
| 20260506 | $5.90 | $3.95 | 0.6% | 39% |
| 20260505 | $5.53 | $3.70 | 0.6% | 34% |
| 20260504 | $5.70 | $3.70 | 0.6% | 38% |
| 20260502 | $4.10 | $4.10 | 0.7% | 60% |
| 20260501 | $4.05 | $4.05 | 0.7% | 45% |
| 20260430 | $4.30 | $4.30 | 0.8% | 63% |
| 20260429 | $4.15 | $4.15 | 0.8% | 68% |
| 20260428 | $4.15 | $4.15 | 0.8% | 64% |
| 20260427 | $4.20 | $4.20 | 0.8% | 65% |
| 20260424 | $3.90 | $3.90 | 0.6% | 35% |