AMERISAFE Inc. (AMSF)
AMSF Daily Gamma Exposure
Current Gamma Exposure (GEX) is 112.93, which is -244% above the 3M average of -78.22166666666668. Over this period, GEX peaked at 112.93 on Aug 1, 2025 and bottomed at -713.0600000000001 on Jul 31, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.11 is below the recent average of 1.30, indicating call-heavy positioning. High GEX volatility (±227.2983131567168) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 1, 2025 | 126.54 | -13.61 | 112.93 | 0.11 |
| Jul 31, 2025 | 168.66 | -881.72 | -713.06 | 5.23 |
| Jul 28, 2025 | 104.61 | -513.7 | -409.09 | 4.91 |
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