AMSF · Expected Move
AMERISAFE, Inc.
The expected move for AMSF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
AMSF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AMSF Expected Move
30-Day Straddle
$4.30
7-Day Straddle
$4.30
30-Day ATM IV
50.6%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to AMSF's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
AMSF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.30 | $4.30 | 50.6% | 65% |
| 20261021 | $4.30 | $4.30 | 42.9% | 44% |
| 20261020 | $4.30 | $4.30 | 39.3% | 34% |
| 20261019 | $3.75 | $3.75 | 53.8% | 73% |
| 20261016 | $3.95 | $3.85 | 41.7% | 41% |
| 20261015 | $4.30 | $4.05 | 40.5% | 38% |
| 20261014 | $4.25 | $4.10 | 44.5% | 49% |
| 20261013 | $3.88 | $2.98 | 47.6% | 57% |
| 20261012 | $3.50 | $4.15 | 44.0% | 47% |
| 20261009 | $4.30 | $4.30 | 45.2% | 50% |
| 20261008 | $4.30 | $4.30 | 41.5% | 40% |
| 20261007 | $4.15 | $4.35 | 43.3% | 45% |
| 20261006 | $3.55 | $4.53 | 56.0% | 79% |
| 20261005 | $3.32 | $4.55 | 40.7% | 38% |
| 20261002 | $4.55 | $4.55 | 51.2% | 66% |
| 20261001 | $4.60 | $4.60 | 55.8% | 79% |
| 20260930 | $4.80 | $4.80 | 50.6% | 65% |
| 20260929 | $4.55 | $4.55 | 52.1% | 69% |
| 20260928 | $4.65 | $4.65 | 55.8% | 79% |
| 20260925 | $4.60 | $4.60 | 49.0% | 61% |
| 20260924 | $4.65 | $4.65 | 44.4% | 49% |
| 20260923 | $3.42 | $3.42 | 47.3% | 57% |
| 20260922 | $2.92 | $2.92 | 47.5% | 57% |
| 20260921 | $4.50 | $4.50 | 43.7% | 47% |
| 20260918 | $3.22 | $4.00 | 48.6% | 60% |
| 20260917 | $4.65 | $4.05 | 38.8% | 34% |
| 20260916 | $4.55 | $3.55 | 45.0% | 51% |
| 20260915 | $3.12 | $3.15 | 48.7% | 60% |
| 20260914 | $2.92 | $3.12 | 41.7% | 42% |
| 20260911 | $3.50 | $3.20 | 44.8% | 50% |
| 20260910 | $4.40 | $2.33 | 42.0% | 43% |
| 20260909 | $4.60 | $3.28 | 59.3% | 89% |
| 20260908 | $2.58 | $1.92 | 43.3% | 46% |
| 20260904 | $2.98 | $4.60 | 49.9% | 64% |
| 20260903 | $2.92 | $4.60 | 41.4% | 41% |
| 20260902 | $3.42 | $3.42 | 46.6% | 55% |
| 20260901 | $4.70 | $4.70 | 47.9% | 58% |
| 20260831 | $3.67 | $3.67 | 55.4% | 78% |
| 20260828 | $4.78 | $4.78 | 49.9% | 64% |
| 20260827 | $3.00 | $3.00 | 40.0% | 38% |
| 20260826 | $3.05 | $3.05 | 48.4% | 52% |
| 20260825 | $4.70 | $4.70 | 46.8% | 48% |
| 20260824 | $2.40 | $2.40 | 42.6% | 38% |
| 20260821 | $4.70 | $4.55 | 55.1% | 66% |
| 20260820 | $1.95 | $3.10 | 39.5% | 31% |
| 20260819 | $3.20 | $4.60 | 53.7% | 62% |
| 20260818 | $4.80 | $4.75 | 51.5% | 57% |
| 20260817 | $5.00 | $2.65 | 58.5% | 73% |
| 20260814 | $4.20 | $4.25 | 44.5% | 42% |
| 20260813 | $5.05 | $4.65 | 43.5% | 40% |
| 20260812 | $3.97 | $3.50 | 47.6% | 49% |
| 20260811 | $3.88 | $3.95 | 46.5% | 46% |
| 20260810 | $3.83 | $3.67 | 50.7% | 56% |
| 20260807 | — | — | 48.8% | 52% |
| 20260806 | $3.08 | $5.05 | 46.5% | 46% |
| 20260805 | $5.25 | $5.25 | 49.4% | 53% |
| 20260804 | $4.12 | $4.12 | 44.3% | 41% |
| 20260803 | $4.12 | $4.12 | 39.3% | 30% |
| 20260731 | $5.25 | $5.25 | 56.2% | 68% |
| 20260730 | $5.10 | $5.10 | 63.6% | 85% |
More on AMSF
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.