WSFS Financial Corporatio... (WSFS)
NASDAQ: WSFS
· Real-Time Price · USD
55.76
0.46 (0.83%)
At close: Aug 20, 2025, 3:59 PM
55.76
0.00%
After-hours: Aug 20, 2025, 04:10 PM EDT
WSFS Delta Exposure By Expiry
The total Delta Exposure (DEX) for WSFS across all expirations shows 762.26 net shares that market makers must hedge, with 1,186.74 from calls and 424.48 from puts. The put-call delta ratio of 0.36 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Mar 20, 26 with 497.39 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
WSFS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 429.88 | -324.49 | 105.39 | 0.75 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 235.56 | -76.08 | 159.48 | 0.32 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 521.3 | -23.91 | 497.39 | 0.05 |