AMERISAFE (AMSF) Options Chain
NASDAQ: AMSFFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Jan 15, 2027
- Days to expiration
- 96
- Share price
- $24.41
- Put/call ratio (OI)
- 3.00
- Put/call ratio (volume)
- 0.00
- Expected move
- ±$9.35
- Open interest (C / P)
- 5 / 15
AMSF options summary
The AMSF options chain for the January 15, 2027 expiration lists 3 call and 2 put contracts, with 96 days until expiration. Open interest stands at 5 calls and 15 puts, a put/call ratio of 3.00, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $25.00 strike is 74.7%, which implies the market expects a move of about ±$9.35 (38.3%) in AMERISAFE stock by expiration.
The most open interest sits at the $25.00 call (4 contracts) and the $22.50 put (14 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
AMSF options chain · January 15, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 22.50 | 0.00 | 5.00 | 0.90 | |||||
| 1.82 | 0.10 | 5.00 | 25.00 | 0.10 | 5.00 | 2.45 | |||||
| 2.00 | 0.00 | 0.00 | 30.00 | — | — | — | |||||
| 1.90 | 0.00 | 1.75 | 35.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the AMSF put/call ratio?
For the January 15, 2027 expiration, the AMSF put/call ratio based on open interest is 3.00 (15 puts vs 5 calls), and 0.00 based on today's volume. A ratio above 1 means more puts than calls.
What is AMSF's implied volatility?
At-the-money implied volatility for AMSF options expiring January 15, 2027 is about 74.7%, an annualized estimate of how much the market expects AMERISAFE stock to move.
How many AMSF option expiration dates are there?
AMSF has 4 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.