AMSF Option Overview
AMERISAFE Inc (AMSF) options traded 6 contracts on Nov 4, 2026, well below the 20-day average of 21, and puts outnumber calls. 30-day implied volatility was 82.0%, in the lower part of its one-year range. Near-term max pain was $25.31, 24.5% above the $20.33 close.
About AMSF
AMSF Options FAQ
How actively are AMSF options traded?
2 calls and 4 puts traded on Nov 4, 2026, 6 contracts in total. Open interest was 375 contracts. Over the past 30 days, volume averaged 18 contracts per day. The AMSF option volume chart shows volume by strike and expiration date.
Is AMSF implied volatility high right now?
AMERISAFE IV rank is 30, so its 30-day implied volatility of 82.0% is in the lower part of its one-year range. Over the past year it ranged from 32.6% on Feb 19, 2026 to 197.7% on Oct 16, 2026. See the AMSF implied volatility history for a longer view.
What is the AMSF put/call ratio?
The AMERISAFE put/call volume ratio was 2.00 on Nov 4, 2026, so puts outnumber calls. The put/call open interest ratio was 0.22. The AMSF open interest chart shows calls and puts at each strike.
What is AMSF max pain this week?
As of the Nov 4, 2026 close, max pain for AMERISAFE options about one week from expiration was $25.31, 24.5% above the $20.33 close. The AMSF max pain chart shows it for every expiration date.
What is AMSF's expected move over the next week?
Based on 7-day implied volatility of 100.4%, options price a move of about ±$2.83 (±13.9%) over the next week, a range of roughly $17.50 to $23.16 from the Nov 4, 2026 close. The AMSF expected move chart shows it for every expiration date.