WSFS
WSFS FINANCIAL CORP81.93post−$0.01 (−0.01%)at close +$0.00 (+0.00%)
as of 19:59:59 UTCnext report Nov 5 · 92d
Earnings Room‹ back to WSFS
The report
fiscal Q3 2026 · from the company's noticeNov 592days out
Expected movement
market-implied · at the Aug 4 close±10.0%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 80straddle 9.60ATM IV 24%× 0.85 straddle-to-rangespot 81.93
Blast radius
2 linked · N-PORT + EDGARIf WSFS moves ±10.0% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Jul 31 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%2
Aug 21
21d
7
▲ +0%
▲ +0%
7
Sep 18
49d
97
▲ +0%
first
2
Dec 18
140d
18
▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±2.0% realized vs ±7.1% priced
Jul 23 '26±5.9%→+1.1%×0.19
Apr 23 '26±6.5%→+1.8%×0.27
Jan 26 '26±4.6%→+6.5%×1.42
Jul 24 '25±9.1%→−0.4%×0.05
Jul 8 '25±6.8%→+0.8%×0.12
Apr 24 '25±9.4%→−0.9%×0.10
Jan 27 '25±7.7%→+1.3%×0.17
Oct 24 '24±7.2%→−3.2%×0.45
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 1.64 · rev $275M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.