Amerisafe (AMSF)'s 30-day implied volatility (IV30) was 30.1% at the close on October 21, 2026, up from 23.5% the day before, against a 52-week range of 17.1% to 35.2%. Its 20-day historical volatility was 30.8%.
Key numbers
30-day implied volatility (IV30): 30.1%
IV30 52-week range: 17.1% to 35.2% (median 26.1%)
Historical volatility: 20-day 30.8%, 1-year 29.4%
Implied move by the nearest expiration: ±1.5%
Data as of October 21, 2026.
AMSF Implied Volatility (IV) vs Historical Volatility (HV)
The AMSF IV term structure shows the implied volatility difference between different maturity dates.