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Goosehead Insurance, Inc. Class A Common Stock GSHD

i

Market datapartial · fetched 2026-11-05T17:44:10.357Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T17:43:53.33942822Z

FundamentalsAlpha Vantage · unavailable

Share price$57.01
1D-0.3%
$56.79$57.59$58.39$59.19$59.995:30 AM6:30 AM9:00 AM1:00 PMGSHD
Sold putSold call

Goosehead Insurance, Inc. Class A Common Stock options

Live interpolated GSHD call and put midpoint premiums by absolute delta.Goosehead Insurance, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGSHD PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.54%
Daily close
GSHD54.4%69.0%83.5%2026-08-07: 64.49%2026-08-10: 62.29%2026-08-11: 63.21%2026-08-12: 62.86%2026-08-13: 61.17%2026-08-14: 61.85%2026-08-17: 66.34%2026-08-18: 68.30%2026-08-20: 75.10%2026-08-21: 56.43%2026-08-24: 57.69%2026-08-25: 56.98%2026-08-26: 57.73%2026-08-27: 57.74%2026-08-28: 56.53%2026-08-31: 58.73%2026-09-01: 60.49%2026-09-02: 58.51%2026-09-03: 59.33%2026-09-04: 57.48%2026-09-08: 60.99%2026-09-09: 67.70%2026-09-10: 67.47%2026-09-11: 65.89%2026-09-14: 69.43%2026-09-15: 70.95%2026-09-17: 81.51%2026-09-18: 63.37%2026-09-21: 65.39%2026-09-22: 66.61%2026-09-23: 67.58%2026-09-24: 67.31%2026-09-25: 67.99%2026-09-28: 68.02%2026-09-29: 71.45%2026-09-30: 69.33%2026-10-01: 68.45%2026-10-02: 73.08%2026-10-05: 74.37%2026-10-06: 74.26%2026-10-07: 76.64%2026-10-08: 71.98%2026-10-09: 72.61%2026-10-12: 79.63%2026-10-13: 79.24%2026-10-16: 67.36%2026-10-19: 70.57%2026-10-20: 68.77%2026-10-21: 70.10%2026-10-22: 69.60%2026-10-23: 70.81%2026-10-26: 73.08%2026-10-27: 72.14%2026-10-28: 73.90%2026-10-29: 73.25%2026-10-30: 75.54%Aug 7Sep 18Oct 30
56 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
64.49%
62.29%
63.21%
62.86%
61.17%
61.85%
66.34%
68.30%
75.10%
56.43%
57.69%
56.98%
57.73%
57.74%
56.53%
58.73%
60.49%
58.51%
59.33%
57.48%
60.99%
67.70%
67.47%
65.89%
69.43%
70.95%
81.51%
63.37%
65.39%
66.61%
67.58%
67.31%
67.99%
68.02%
71.45%
69.33%
68.45%
73.08%
74.37%
74.26%
76.64%
71.98%
72.61%
79.63%
79.24%
67.36%
70.57%
68.77%
70.10%
69.60%
70.81%
73.08%
72.14%
73.90%
73.25%
75.54%