AMERISAFE Inc. (AMSF)
NASDAQ: AMSF
· Real-Time Price · USD
43.13
0.13 (0.30%)
At close: Oct 03, 2025, 3:59 PM
43.13
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT
AMSF Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMSF across all expirations shows 1,706.79 net shares that market makers must hedge, with 1,810.56 from calls and 103.77 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AMSF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 111.28 | -8.24 | 103.04 | 0.07 |
| Nov 21, 25 | 19.49 | -25.4 | -5.91 | 1.30 |
| Jan 16, 26 | 1,679.79 | -43.13 | 1,636.66 | 0.03 |
| Apr 17, 26 | 0 | -27 | -27 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |