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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AMSF across all expirations is 242.33 shares per 1% move, with 250.55 from calls and 8.22 from puts. The put-call GEX ratio of 0.03 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
AMSF GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 23.87 | -2.37 | 21.5 | 0.10 |
| Nov 21, 25 | 2.44 | -3.36 | -0.92 | 1.38 |
| Jan 16, 26 | 224.24 | 0 | 224.24 | 0.00 |
| Apr 17, 26 | 0 | -2.49 | -2.49 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |