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AMERISAFE, Inc. Common Stock AMSF

i

Market datapartial · fetched 2026-11-03T22:53:59.961Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:00:03.564100824Z

FundamentalsAlpha Vantage · unavailable

Share price$20.49
1D-0.9%
AH$20.21$20.38$20.55$20.73$20.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMSF
Sold putSold callAH

AMERISAFE, Inc. Common Stock options

Live interpolated AMSF call and put midpoint premiums by absolute delta.AMERISAFE, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAMSF PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend65.83%
Daily close
AMSF35.2%102.4%169.6%2026-08-05: 58.55%2026-08-06: 61.04%2026-08-07: 63.04%2026-08-10: 61.92%2026-08-21: 62.23%2026-08-24: 66.95%2026-08-25: 68.48%2026-08-26: 57.41%2026-08-27: 53.07%2026-08-28: 59.17%2026-08-31: 57.39%2026-09-01: 61.40%2026-09-02: 52.13%2026-09-03: 59.22%2026-09-04: 60.56%2026-09-08: 44.46%2026-09-09: 67.26%2026-09-10: 83.99%2026-09-11: 69.25%2026-09-15: 88.26%2026-09-16: 106.93%2026-09-17: 153.27%2026-09-18: 57.09%2026-09-21: 58.61%2026-09-22: 57.47%2026-09-23: 59.03%2026-09-24: 63.88%2026-09-25: 66.84%2026-09-28: 68.46%2026-09-29: 68.75%2026-09-30: 62.33%2026-10-01: 63.27%2026-10-02: 73.46%2026-10-05: 74.48%2026-10-06: 71.69%2026-10-07: 74.38%2026-10-08: 81.04%2026-10-09: 80.94%2026-10-12: 92.76%2026-10-13: 89.20%2026-10-14: 113.75%2026-10-15: 160.34%2026-10-16: 55.69%2026-10-19: 60.25%2026-10-20: 59.81%2026-10-21: 64.91%2026-10-22: 65.83%Aug 5Sep 21Oct 22
47 observations2026-08-05 — 2026-10-22
Table
DateIV (%)
58.55%
61.04%
63.04%
61.92%
62.23%
66.95%
68.48%
57.41%
53.07%
59.17%
57.39%
61.40%
52.13%
59.22%
60.56%
44.46%
67.26%
83.99%
69.25%
88.26%
106.93%
153.27%
57.09%
58.61%
57.47%
59.03%
63.88%
66.84%
68.46%
68.75%
62.33%
63.27%
73.46%
74.48%
71.69%
74.38%
81.04%
80.94%
92.76%
89.20%
113.75%
160.34%
55.69%
60.25%
59.81%
64.91%
65.83%