AMERISAFE Inc. (AMSF)
NASDAQ: AMSF
· Real-Time Price · USD
45.63
-0.17 (-0.37%)
At close: Sep 09, 2025, 1:10 PM
AMSF Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMSF across all expirations shows 79.65 net shares that market makers must hedge, with 191.87 from calls and 112.22 from puts. The put-call delta ratio of 0.58 suggests neutral market maker positioning.
AMSF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 26.3 | 0 | 26.3 | 0.00 |
| Oct 17, 25 | 148.22 | -66.42 | 81.8 | 0.45 |
| Jan 16, 26 | 17.35 | -45.8 | -28.45 | 2.64 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |