WSFS Financial Corporation (WSFS) Options Greeks
Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.
WSFS Financial Corporation (WSFS) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $3.63B, listed on NASDAQ, employing roughly 2,336 people, carrying a beta of 0.77 to the broader market. WSFS Financial Corporation operates as the savings and loan holding company for the Wilmington Savings Fund Society, FSB that provides various banking services in the United States. Led by Rodger Levenson, public since 1986-11-26.
Snapshot as of May 15, 2026.
- Spot Price
- $69.91
- Net Gamma
- -$339.1K
- Net Delta
- -$416.1K
- Net Vega
- -$1.5K
- ATM IV
- 23.8%
- Gamma Concentration
- 0.95
As of May 15, 2026, WSFS Financial Corporation (WSFS) aggregate Greeks are net delta -$416.1K, net gamma -$339.1K, net vega -$1.5K, ATM IV 23.8%. Gamma concentration is 0.95: dealer gamma is tightly clustered at a few strikes, which tends to pin price. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.
How WSFS options greeks Data Feeds Strategy Selection
Strategy selection on WSFS Financial Corporation options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 23.8% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the options greeks data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how options Greeks is reported and how to read the data →
Frequently asked WSFS options greeks questions
- What are the WSFS aggregate Greek exposures?
- As of May 15, 2026, WSFS Financial Corporation (WSFS) snapshot Greeks are net delta -$416.1K, net gamma -$339.1K, net vega -$1.5K. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.
- What does the WSFS net dealer delta tell us?
- Net dealer delta of -$416.1K represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.
- How do WSFS Greeks inform hedging?
- Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.