AMERISAFE Inc. (AMSF)
NASDAQ: AMSF
· Real-Time Price · USD
45.14
-0.59 (-1.29%)
At close: Aug 15, 2025, 3:59 PM
45.14
0.00%
After-hours: Aug 15, 2025, 04:10 PM EDT
AMSF Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AMSF across all expirations is 10.28 shares per 1% move, with 19.39 from calls and 9.11 from puts. The put-call GEX ratio of 0.47 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Oct 17, 25 expiration with 8.78 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
AMSF GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 17.89 | -9.11 | 8.78 | 0.51 |
| Jan 16, 26 | 1.5 | 0 | 1.5 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |