AMSF · Amerisafe Inc

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$30.39 +0.15 (+0.48%) At close · Jul 24

Market Cap

$565.60M

18.54M

Options Chain

15-min delayed Underlying $30.39 · today Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 16 contracts

Put / call OI

4.00

Put-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$30.00

$0.39 below spot

ATM implied vol

31.1%

market's expected move

Open interest by strike

Calls Puts

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Oct 16 83d Jan 15 174d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	132.1%	0.959	—		—	—	—	—	0
Call · $17.5 In the money Last — Breakeven — Implied vol 132.1% Delta 0.959 ≈96% ITM Gamma 0.009 Theta -0.014 Vega 0.006 Open interest 0 Model this call Put · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	123.2%	0.92	—		—	—	—	—	0
Call · $20 In the money Last — Breakeven — Implied vol 123.2% Delta 0.92 ≈92% ITM Gamma 0.015 Theta -0.024 Vega 0.012 Open interest 0 Model this call Put · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	96.3%	0.899	—		—	—	—	—	0
Call · $22.5 In the money Last — Breakeven — Implied vol 96.3% Delta 0.899 ≈90% ITM Gamma 0.023 Theta -0.022 Vega 0.012 Open interest 0 Model this call Put · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	70.1%	0.867	—		$0.05	—	—	4	4
Call · $25 In the money Last — Breakeven — Implied vol 70.1% Delta 0.867 ≈87% ITM Gamma 0.039 Theta -0.019 Vega 0.019 Open interest 0 Model this call Put · $25 Last $0.05 Breakeven $24.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
1	1	39%	0.557	$2.40		$0.97	-0.429	23.3%	1	0
Call · $30 In the money Last $2.40 Breakeven $32.40 Implied vol 39% Delta 0.557 ≈56% ITM Gamma 0.124 Theta -0.021 Vega 0.033 Open interest 1 Model this call Put · $30 Last $0.97 Breakeven $29.03 Implied vol 23.3% Delta -0.429 ≈43% ITM Gamma 0.202 Theta -0.016 Vega 0.033 Open interest 0 Model this put
Underlying $30.39
0	—	53.7%	0.183	—		—	—	—	—	0
Call · $35 Last — Breakeven — Implied vol 53.7% Delta 0.183 ≈18% ITM Gamma 0.059 Theta -0.021 Vega 0.023 Open interest 0 Model this call Put · $35 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1018979 CUSIP 03071H100 13F (30d) 37 filings 37 filers Visit website Investor relations