AMERISAFE Inc. (AMSF)
NASDAQ: AMSF
· Real-Time Price · USD
46.93
0.71 (1.54%)
At close: Aug 22, 2025, 12:40 PM
AMSF Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMSF across all expirations shows 68.14 net shares that market makers must hedge, with 181.48 from calls and 113.34 from puts. The put-call delta ratio of 0.62 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with 96.62 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
AMSF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 163.74 | -67.12 | 96.62 | 0.41 |
| Jan 16, 26 | 17.74 | -46.22 | -28.48 | 2.61 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |