WSFS Financial Corporatio... (WSFS)
NASDAQ: WSFS
· Real-Time Price · USD
53.94
0.28 (0.52%)
At close: Oct 03, 2025, 3:59 PM
53.94
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT
WSFS Delta Exposure By Expiry
The total Delta Exposure (DEX) for WSFS across all expirations shows -373.11 net shares that market makers must hedge, with 1,103.77 from calls and 1,476.88 from puts. The put-call delta ratio of 1.34 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
WSFS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 323.68 | -1,309.74 | -986.06 | 4.05 |
| Nov 21, 25 | 26.78 | 0 | 26.78 | 0.00 |
| Dec 19, 25 | 315.84 | -141.85 | 173.99 | 0.45 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 437.47 | -25.29 | 412.18 | 0.06 |