Amerisafe Inc (AMSF) Straddle

Trading a AMSF straddle lets you take a pure volatility position on Amerisafe Inc without committing to a direction. Amerisafe Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate AMSF straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on AMSF profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Amerisafe Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the AMSF straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

AMERISAFE, Inc., an insurance holding company, underwrites workers' compensation insurance in the United States. The company's workers' compensation insurance policies provide benefits to injured employees for temporary or permanent disability, death, and medical and hospital expenses. It serves small to mid-sized employers engaged in hazardous industries, including construction, trucking, logging and lumber, agriculture, manufacturing, telecommunications, and maritime. The company was incorporated in 1985 and is based in DeRidder, Louisiana.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the AMSF straddle is the cleanest expression of that view. Our scanner prices every AMSF straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a AMSF straddle into a catalyst or short a AMSF straddle to harvest decay, the options straddle setups that matter are all in one place.