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AMERISAFE AMSF 24.56 -0.06 -0.24%

AMSF Options Support & Resistance

AMSF (AMERISAFE): Explore options-derived support and resistance levels, call walls and put walls. Free delayed preview.

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ATM IV
0.744
Put Call Ratio (OI)
1.28
Put Call Ratio (Vol)
1.05
IV Rank
51.1
IV Percentile
92.2
Max Pain
25

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$20 Key Put Strike 3 $22 Key Put Strike 1 $25 Call Wall $30 Key Call Strike 2