WSFS · Wsfs Financial Corp

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$79.78 +0.82 (+1.03%) At close · Jul 24

Market Cap

$4.16B

52.04M

Options Chain

15-min delayed Underlying $79.78 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 30 contracts

Put / call OI

0.14

Call-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$80.00

$0.23 above spot

ATM implied vol

30%

market's expected move

Open interest by strike

Calls Puts

100

105

110

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	156%	0.969	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol 156% Delta 0.969 ≈97% ITM Gamma 0.002 Theta -0.045 Vega 0.015 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	132.1%	0.964	—		—	—	—	—	0
Call · $45 In the money Last — Breakeven — Implied vol 132.1% Delta 0.964 ≈96% ITM Gamma 0.003 Theta -0.044 Vega 0.016 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	110.8%	0.959	—		—	—	—	—	0
Call · $50 In the money Last — Breakeven — Implied vol 110.8% Delta 0.959 ≈96% ITM Gamma 0.004 Theta -0.042 Vega 0.017 Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	91.7%	0.951	—		—	—	—	—	0
Call · $55 In the money Last — Breakeven — Implied vol 91.7% Delta 0.951 ≈95% ITM Gamma 0.005 Theta -0.04 Vega 0.018 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	73.7%	0.942	—		—	-0.058	73.9%	—	0
Call · $60 In the money Last — Breakeven — Implied vol 73.7% Delta 0.942 ≈94% ITM Gamma 0.007 Theta -0.038 Vega 0.032 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol 73.9% Delta -0.058 ≈6% ITM Gamma 0.007 Theta -0.035 Vega 0.032 Open interest 0 Model this put
0	—	57.4%	0.923	—		—	-0.073	56.5%	—	0
Call · $65 In the money Last — Breakeven — Implied vol 57.4% Delta 0.923 ≈92% ITM Gamma 0.012 Theta -0.037 Vega 0.033 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 56.5% Delta -0.073 ≈7% ITM Gamma 0.012 Theta -0.032 Vega 0.033 Open interest 0 Model this put
0	—	47%	0.87	—		—	-0.098	40.4%	—	0
Call · $70 In the money Last — Breakeven — Implied vol 47% Delta 0.87 ≈87% ITM Gamma 0.021 Theta -0.045 Vega 0.052 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol 40.4% Delta -0.098 ≈10% ITM Gamma 0.02 Theta -0.028 Vega 0.035 Open interest 0 Model this put
0	—	32.5%	0.785	—		—	-0.191	28.8%	—	0
Call · $75 In the money Last — Breakeven — Implied vol 32.5% Delta 0.785 ≈79% ITM Gamma 0.043 Theta -0.043 Vega 0.07 Open interest 0 Model this call Put · $75 Last — Breakeven — Implied vol 28.8% Delta -0.191 ≈19% ITM Gamma 0.045 Theta -0.031 Vega 0.054 Open interest 0 Model this put
Underlying $79.78
7	1	30.7%	0.515	$1.80		$3.00	-0.488	29.2%	1	1
Call · $80 Last $1.80 Breakeven $81.80 Implied vol 30.7% Delta 0.515 ≈51% ITM Gamma 0.062 Theta -0.054 Vega 0.084 Open interest 7 Model this call Put · $80 In the money Last $3.00 Breakeven $77.00 Implied vol 29.2% Delta -0.488 ≈49% ITM Gamma 0.066 Theta -0.046 Vega 0.084 Open interest 1 Model this put
0	—	33.4%	0.26	—		—	-0.915	17.7%	—	0
Call · $85 Last — Breakeven — Implied vol 33.4% Delta 0.26 ≈26% ITM Gamma 0.046 Theta -0.046 Vega 0.077 Open interest 0 Model this call Put · $85 In the money Last — Breakeven — Implied vol 17.7% Delta -0.915 ≈92% ITM Gamma 0.052 Theta -0.009 Vega 0.035 Open interest 0 Model this put
0	—	35.6%	0.117	—		—	—	—	—	0
Call · $90 Last — Breakeven — Implied vol 35.6% Delta 0.117 ≈12% ITM Gamma 0.026 Theta -0.029 Vega 0.041 Open interest 0 Model this call Put · $90 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	46.9%	0.094	—		—	—	—	—	0
Call · $95 Last — Breakeven — Implied vol 46.9% Delta 0.094 ≈9% ITM Gamma 0.017 Theta -0.033 Vega 0.042 Open interest 0 Model this call Put · $95 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $100 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $100 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $105 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $105 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $110 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 828944 CUSIP 929328102 13F (30d) 59 filings 59 filers Visit website Investor relations