AMERISAFE Inc. (AMSF)
AMSF Daily Delta Exposure
AMSF's current Delta Exposure (DEX) is 59.56999999999999 shares, which is 60% larger than the 3M average of 37.3075 shares. During this period, DEX ranged from -0.8100000000000023 on May 23, 2025 to 80.41000000000001 on Jun 12, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.67 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Jul 25, 2025 | 178.91 | -119.34 | 59.57 | 0.67 |
| Jun 12, 2025 | 162.61 | -82.2 | 80.41 | 0.51 |
| Jun 11, 2025 | 47.16 | -37.1 | 10.06 | 0.79 |
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