AMERISAFE Inc. (AMSF)
AMSF Daily Gamma Exposure
Current Gamma Exposure (GEX) is 11.29, which is 129% above the 3M average of 4.9375. Over this period, GEX peaked at 11.29 on Jul 25, 2025 and bottomed at -0.9300000000000002 on May 23, 2025, showing a shift between positive and negative gamma regimes. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 0.42 is below the recent average of 0.80, indicating call-heavy positioning. High GEX volatility (±5.6306632602207705) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Jul 25, 2025 | 19.31 | -8.02 | 11.29 | 0.42 |
| Jun 12, 2025 | 14.17 | -4.38 | 9.79 | 0.31 |
| Jun 11, 2025 | 3.88 | -4.28 | -0.4 | 1.10 |
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