How often does Wsfs Financial move more than the options market prices?

1 of the last 7 reports moved at least as far as the implied move.

WSFSNasdaqNational Commercial Banks

Wsfs Financial Corp (WSFS) earnings date, market-implied expected move, and options open interest by expiry

79.91

−0.61 · −0.76%

post 79.91 −0.01%

Closed16:00 ET

Open80.39Volume400,066Mkt cap$4.1BP/E13.38EPS5.97Div yield0.92%

Day79.91 – 80.550%52-wk50.24 – 82.7491%

WSFS

Wsfs Financial Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 25

after close · in 83 days

est.Q4 FY26

Calendar

Next report

Last report

+1.95%

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

−1.92%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

351 managers

Top fund weight

0.12%

WSFS weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Wsfs Financial (WSFS) is expected to report on Jan 25 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±7.1%
avg realized: ±1.8%

Jan 27 '25Jan 27 '25confirmed±7.7%▲+1.33%×0.17

Apr 24 '25Apr 24 '25confirmed±9.4%▼−0.94%×0.10

Jul 8 '25Jul 8 '25confirmed±6.8%▲+0.83%×0.12

Q3 FY25Jul 24 '25confirmed±9.1%▼−0.44%×0.05

Jan 26 '26Jan 26 '26confirmed±4.6%▲+6.47%×1.42

Q1 FY26Apr 23 '26confirmed±6.5%▲+1.77%×0.27

Q2 FY26Jul 23 '26confirmed±5.9%▲+1.11%×0.19

Oct 22 '26Oct 22 '26confirmed—▲+1.95%—

quarterimplied−10%0+10%realized×

Oct '26—▲+1.95%—

Q2 FY26±5.9%▲+1.11%×0.19

Q1 FY26±6.5%▲+1.77%×0.27

Jan '26±4.6%▲+6.47%×1.42

Q3 FY25±9.1%▼−0.44%×0.05

Jul '25±6.8%▲+0.83%×0.12

2 older reports

Apr '25±9.4%▼−0.94%×0.10

Jan '25±7.7%▲+1.33%×0.17

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

0.00OI · 3 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

920%Nov 2017d18.4050%18.40

13+8%Dec 1845d0.025250%0.02

report · Jan 25 · after close · est.

0—Mar 19136d370%

ExpiryPutsCallsP/C

Nov 2017d920%50%18.40

Dec 1845d13+8%5250%0.02

report · Jan 25 · after close · est.

Mar 19136d0—370%0.00

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

31.06%as filednet margin · revenue +1.81% QoQ · +6.31% YoY

Revenue$288M+1.81%

Pre-tax income$118M+5.85%

Net income$89M31.06%+5.91%

Tax$28M+5.65%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.53· ±2.0% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.0%11 of 24×1.53

NFPjobs report±1.1%3 of 10×0.85

CPROFcorporate profits±1.0%8 of 12×0.76

PPIproducer prices±0.9%6 of 10×0.68

PCEpersonal income & outlays±0.9%8 of 19×0.67

GDPgross domestic product±0.9%11 of 19×0.66

CPIconsumer prices±0.6%4 of 10×0.44

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 1.75 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	1.75	—
Q2 FY26	Jul 23 '26 · confirmed	1.63	—
Q1 FY26	Apr 23 '26 · confirmed	1.64	—
Q3 FY25	Jul 24 '25 · confirmed	1.37	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod