AMSF (AMERISAFE, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where AMSF's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on AMSF are priced rich or cheap relative to its own recent regime.

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.

AMSF IV Rank Summary
Current
27%
Subdued — neutral to long-vol
30-Day Avg
37%
60-Day Avg
40%
90-Day Avg
43%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in AMSF's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
AMSF IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 27% 0.7%
20260605 24% 0.6%
20260604 25% 0.6%
20260603 19% 0.6%
20260602 64% 1.0%
20260601 66% 1.1%
20260529 49% 0.9%
20260528 42% 0.8%
20260527 50% 0.9%
20260526 40% 0.8%
20260522 32% 0.7%
20260521 37% 0.8%
20260520 38% 0.8%
20260519 44% 0.8%
20260518 39% 0.8%
20260515 0% 0.4%
20260514 20% 0.6%
20260513 21% 0.6%
20260512 12% 0.6%
20260511 26% 0.7%
20260510 29% 0.7%
20260508 27% 0.7%
20260507 26% 0.7%
20260506 1% 0.5%
20260505 36% 0.8%
20260504 11% 0.6%
20260502 86% 1.3%
20260501 83% 1.3%
20260430 69% 1.1%
20260429 65% 1.1%
20260428 60% 1.0%
20260427 14% 0.6%
20260424 59% 1.0%
20260423 31% 0.7%
20260422 54% 1.0%
20260421 49% 0.9%
20260420 57% 1.0%
20260417 12% 0.5%
20260416 38% 0.8%
20260415 52% 0.9%
20260414 44% 0.8%
20260413 37% 0.7%
20260410 44% 0.8%
20260409 36% 0.7%
20260408 69% 1.1%
20260407 31% 0.7%
20260406 31% 0.7%
20260402 23% 0.6%
20260401 54% 0.9%
20260331 51% 0.9%
20260330 53% 0.9%
20260327 41% 0.8%
20260326 47% 0.8%
20260325 53% 0.9%
20260324 45% 0.7%
20260323 49% 0.8%
20260320 24% 0.5%
20260319 42% 0.7%
20260318 27% 0.5%
20260317 38% 0.7%
20260316 31% 0.6%
20260313 34% 0.6%
20260312 41% 0.7%
20260311 38% 0.7%
20260310 36% 0.6%
20260309 39% 0.7%
20260308 38% 0.6%
20260306 36% 0.6%
20260305 21% 0.4%
20260304 59% 0.9%
20260303 63% 1.0%
20260302 68% 1.0%
20260227 62% 0.9%
20260226 41% 0.7%
20260225 100% 1.4%
20260224 49% 0.7%
20260223 61% 0.8%
20260221 59% 0.7%
20260220 58% 0.7%
20260219 54% 0.7%
20260218 65% 0.8%
20260217 52% 0.7%
20260213 60% 0.8%
20260212 47% 0.6%
20260211 46% 0.6%
20260210 41% 0.6%
20260209 58% 0.7%
20260206 51% 0.7%
20260205 50% 0.7%
20260204 73% 0.9%