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AMERISAFE, Inc. Common Stock AMSF

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Market datapartial · fetched 2026-10-22T12:26:55.298Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:01.880045841Z

FundamentalsAlpha Vantage · unavailable

Share price$25.52
1D+1.0%
AH$25.17$25.27$25.36$25.45$25.555:30 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$1.79$2.59$3.38$4.17$4.96$16.87$21.06$25.25$29.44$33.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMSF spot · $25.52AMSF PRICE$2.50$2.50$2.50$2.50$2.55$2.75$2.94$3.13$3.33$2.50$2.50$2.50$2.19$1.88$2.08$2.46$2.84$3.22$3.60$3.98$4.35$4.73
PutsExpensive3.50×
CallsExpensive3.06×
SkewBearish+7.41 pp
Implied moveBalanced±$4.96
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.32223.2%38.0%
25Δ20.63177.8%29.0%
30Δ22.47143.8%21.7%
35Δ23.60112.6%16.1%
40Δ31.75154.1%34.2%24.7181.4%10.5%
45Δ29.11128.4%23.9%25.4772.1%8.4%
50Δ27.61109.5%18.0%26.1070.2%7.4%
55Δ26.1190.6%12.1%26.7368.4%6.4%
60Δ24.8775.3%7.4%27.3666.5%5.4%
65Δ24.3570.2%6.2%27.9964.7%4.4%
70Δ23.8465.1%4.9%28.6362.8%3.4%
75Δ23.3360.0%3.7%29.2661.0%2.4%
80Δ22.8254.9%2.5%29.8959.1%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.32
IV
223.2%
B/E move
38.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.63
IV
177.8%
B/E move
29.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.47
IV
143.8%
B/E move
21.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.60
IV
112.6%
B/E move
16.1%

40Δ

Calls
Pseudo strike
31.75
IV
154.1%
B/E move
34.2%
Puts
Pseudo strike
24.71
IV
81.4%
B/E move
10.5%

45Δ

Calls
Pseudo strike
29.11
IV
128.4%
B/E move
23.9%
Puts
Pseudo strike
25.47
IV
72.1%
B/E move
8.4%

50Δ

Calls
Pseudo strike
27.61
IV
109.5%
B/E move
18.0%
Puts
Pseudo strike
26.10
IV
70.2%
B/E move
7.4%

55Δ

Calls
Pseudo strike
26.11
IV
90.6%
B/E move
12.1%
Puts
Pseudo strike
26.73
IV
68.4%
B/E move
6.4%

60Δ

Calls
Pseudo strike
24.87
IV
75.3%
B/E move
7.4%
Puts
Pseudo strike
27.36
IV
66.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
24.35
IV
70.2%
B/E move
6.2%
Puts
Pseudo strike
27.99
IV
64.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
23.84
IV
65.1%
B/E move
4.9%
Puts
Pseudo strike
28.63
IV
62.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
23.33
IV
60.0%
B/E move
3.7%
Puts
Pseudo strike
29.26
IV
61.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
22.82
IV
54.9%
B/E move
2.5%
Puts
Pseudo strike
29.89
IV
59.1%
B/E move
1.4%

Options history

AMSF59.4961.8364.172026-10-20: 59.81%2026-10-21: 63.85%Oct 20Oct 21
Table
DateIV
59.81%
63.85%