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AMERISAFE Inc AMSF

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-10-22T21:09:16.763Z

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 · 2026-10-22T20:00:00.830831904Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:09:15.429409+00:00

Share price$26.58
1D+2.7%
AH$25.63$25.89$26.15$26.41$26.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMSF
Sold putSold callAH

AMERISAFE Inc options

Live interpolated AMSF call and put midpoint premiums by absolute delta.AMERISAFE Inc$0.90$2.98$5.05$7.13$9.21$17.42$21.95$26.47$31.00$35.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMSF spot · $26.58AMSF PRICE$1.12$2.13$2.50$2.50$2.50$2.50$2.50$2.50$2.53$2.90$3.28$2.50$2.50$2.25$1.80$2.09$2.38$2.66$2.95$3.24$3.53$3.82$5.23$8.61
PutsExpensive3.61×
CallsExpensive3.14×
SkewBearish+2.83 pp
Implied moveBearish±$5.16
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.17217.8%37.3%
25Δ21.54173.5%28.4%
30Δ31.0685.0%21.1%23.40131.9%20.4%
35Δ33.95145.9%35.8%25.0088.4%12.7%
40Δ34.03156.8%37.4%25.6584.5%11.3%
45Δ32.50139.1%31.7%26.3180.8%10.0%
50Δ30.97121.5%25.9%26.9677.0%8.6%
55Δ29.44103.9%20.2%27.6273.3%7.2%
60Δ27.9286.3%14.4%28.2769.5%5.8%
65Δ26.3968.7%8.7%28.9365.7%4.4%
70Δ24.9552.4%3.4%29.5862.0%3.1%
75Δ24.4250.2%2.8%31.2368.8%2.2%
80Δ23.8948.0%2.2%34.6193.8%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.17
IV
217.8%
B/E move
37.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.54
IV
173.5%
B/E move
28.4%

30Δ

Calls
Pseudo strike
31.06
IV
85.0%
B/E move
21.1%
Puts
Pseudo strike
23.40
IV
131.9%
B/E move
20.4%

35Δ

Calls
Pseudo strike
33.95
IV
145.9%
B/E move
35.8%
Puts
Pseudo strike
25.00
IV
88.4%
B/E move
12.7%

40Δ

Calls
Pseudo strike
34.03
IV
156.8%
B/E move
37.4%
Puts
Pseudo strike
25.65
IV
84.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
32.50
IV
139.1%
B/E move
31.7%
Puts
Pseudo strike
26.31
IV
80.8%
B/E move
10.0%

50Δ

Calls
Pseudo strike
30.97
IV
121.5%
B/E move
25.9%
Puts
Pseudo strike
26.96
IV
77.0%
B/E move
8.6%

55Δ

Calls
Pseudo strike
29.44
IV
103.9%
B/E move
20.2%
Puts
Pseudo strike
27.62
IV
73.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
27.92
IV
86.3%
B/E move
14.4%
Puts
Pseudo strike
28.27
IV
69.5%
B/E move
5.8%

65Δ

Calls
Pseudo strike
26.39
IV
68.7%
B/E move
8.7%
Puts
Pseudo strike
28.93
IV
65.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
24.95
IV
52.4%
B/E move
3.4%
Puts
Pseudo strike
29.58
IV
62.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
24.42
IV
50.2%
B/E move
2.8%
Puts
Pseudo strike
31.23
IV
68.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
23.89
IV
48.0%
B/E move
2.2%
Puts
Pseudo strike
34.61
IV
93.8%
B/E move
2.2%

Options history

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