Amerisafe (AMSF)'s 30-day implied volatility (IV30) was 33.9% at the close on November 11, 2026, up from 29.6% the day before, against a 52-week range of 17.1% to 39.5%. Its 20-day historical volatility was 38.1%.
Key numbers
30-day implied volatility (IV30): 33.9%
IV30 52-week range: 17.1% to 39.5% (median 26.3%)
Historical volatility: 20-day 38.1%, 1-year 30.6%
Implied move by the nearest expiration: ±1.9%
Data as of November 11, 2026.
AMSF Implied Volatility (IV) vs Historical Volatility (HV)
The AMSF IV term structure shows the implied volatility difference between different maturity dates.
