IntraAlpha
Create free account Start free

Goosehead Insurance, Inc. Class A Common Stock GSHD

i

Market dataready · fetched 2026-11-12T03:09:52.172Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-11T23:13:53.736464477Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T03:09:51.812494+00:00

Share price$46.15
1D+0.2%
AH$44.17$44.79$45.41$46.02$46.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSHD
Sold putSold callAH

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$0.88$2.28$3.68$5.08$6.49$31.91$39.60$47.28$54.97$62.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSHD spot · $46.15GSHD PRICE$1.03$1.23$1.39$1.56$1.79$2.03$2.26$2.49$2.72$3.37$4.13$4.89$5.65$1.03$1.23$1.44$1.64$1.87$2.30$2.73$3.16$3.59$4.02$4.45$5.13$6.08
PutsCheap0.55×
CallsExpensive1.07×
SkewBullish-8.52 pp
Implied moveBearish±$4.98
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.40144.2%26.6%40.18118.8%15.2%
25Δ54.13128.9%20.0%41.42109.7%12.9%
30Δ51.76113.5%15.1%42.65100.6%10.7%
35Δ49.76100.9%11.2%43.8891.5%8.5%
40Δ48.8595.8%9.7%45.0783.2%6.4%
45Δ47.9490.8%8.3%45.8382.1%5.7%
50Δ47.0385.7%6.8%46.5881.0%5.0%
55Δ46.1280.7%5.3%47.3479.9%4.3%
60Δ45.2075.6%3.9%48.0978.9%3.6%
65Δ44.2476.6%3.1%48.8577.8%2.9%
70Δ43.2679.3%2.7%49.6076.7%2.2%
75Δ42.2882.1%2.2%50.5375.1%1.6%
80Δ41.2984.8%1.7%51.6773.0%1.2%

20Δ

Calls
Pseudo strike
57.40
IV
144.2%
B/E move
26.6%
Puts
Pseudo strike
40.18
IV
118.8%
B/E move
15.2%

25Δ

Calls
Pseudo strike
54.13
IV
128.9%
B/E move
20.0%
Puts
Pseudo strike
41.42
IV
109.7%
B/E move
12.9%

30Δ

Calls
Pseudo strike
51.76
IV
113.5%
B/E move
15.1%
Puts
Pseudo strike
42.65
IV
100.6%
B/E move
10.7%

35Δ

Calls
Pseudo strike
49.76
IV
100.9%
B/E move
11.2%
Puts
Pseudo strike
43.88
IV
91.5%
B/E move
8.5%

40Δ

Calls
Pseudo strike
48.85
IV
95.8%
B/E move
9.7%
Puts
Pseudo strike
45.07
IV
83.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
47.94
IV
90.8%
B/E move
8.3%
Puts
Pseudo strike
45.83
IV
82.1%
B/E move
5.7%

50Δ

Calls
Pseudo strike
47.03
IV
85.7%
B/E move
6.8%
Puts
Pseudo strike
46.58
IV
81.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
46.12
IV
80.7%
B/E move
5.3%
Puts
Pseudo strike
47.34
IV
79.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
45.20
IV
75.6%
B/E move
3.9%
Puts
Pseudo strike
48.09
IV
78.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
44.24
IV
76.6%
B/E move
3.1%
Puts
Pseudo strike
48.85
IV
77.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
43.26
IV
79.3%
B/E move
2.7%
Puts
Pseudo strike
49.60
IV
76.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
42.28
IV
82.1%
B/E move
2.2%
Puts
Pseudo strike
50.53
IV
75.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
41.29
IV
84.8%
B/E move
1.7%
Puts
Pseudo strike
51.67
IV
73.0%
B/E move
1.2%

Options history

IV · four-Friday blend75.54%
Daily close
GSHD54.4%69.0%83.5%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 13Sep 22Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
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%