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Goosehead Insurance, Inc. Class A Common Stock GSHD

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Market datapartial · fetched 2026-10-22T23:21:59.960Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:53:51.068231197Z

FundamentalsAlpha Vantage · unavailable

Share price$50.05
1D+7.9%
AH$46$47$49$50$515:30 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$1.09$3.59$6.09$8.59$11.09$35.39$42.70$50.02$57.34$64.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSHD spot · $50.05GSHD PRICE$1.36$1.57$1.93$2.30$2.80$3.42$4.04$4.66$5.55$6.45$7.36$8.56$9.89$1.85$2.40$2.95$3.51$4.08$4.67$5.59$6.51$7.43$8.19$8.92$9.65$10.37
PutsExpensive1.36×
CallsExpensive1.26×
SkewBearish+0.38 pp
Implied moveBearish±$9.63
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.87100.1%36.3%41.00101.7%21.8%
25Δ60.8084.2%24.6%43.1398.2%18.6%
30Δ58.1880.0%20.1%45.2194.6%15.6%
35Δ56.0977.6%16.7%46.8590.9%13.4%
40Δ54.3277.1%14.1%48.4987.3%11.3%
45Δ52.9178.7%12.5%50.1283.9%9.2%
50Δ51.5080.3%11.0%51.6683.4%8.0%
55Δ50.0981.9%9.4%53.1982.9%6.7%
60Δ48.5683.3%8.1%54.7282.4%5.5%
65Δ47.0384.6%6.9%55.9978.7%4.5%
70Δ45.4986.0%5.6%57.2074.2%3.5%
75Δ43.7486.8%4.5%58.4169.8%2.6%
80Δ41.8987.4%3.5%59.6265.3%1.6%

20Δ

Calls
Pseudo strike
66.87
IV
100.1%
B/E move
36.3%
Puts
Pseudo strike
41.00
IV
101.7%
B/E move
21.8%

25Δ

Calls
Pseudo strike
60.80
IV
84.2%
B/E move
24.6%
Puts
Pseudo strike
43.13
IV
98.2%
B/E move
18.6%

30Δ

Calls
Pseudo strike
58.18
IV
80.0%
B/E move
20.1%
Puts
Pseudo strike
45.21
IV
94.6%
B/E move
15.6%

35Δ

Calls
Pseudo strike
56.09
IV
77.6%
B/E move
16.7%
Puts
Pseudo strike
46.85
IV
90.9%
B/E move
13.4%

40Δ

Calls
Pseudo strike
54.32
IV
77.1%
B/E move
14.1%
Puts
Pseudo strike
48.49
IV
87.3%
B/E move
11.3%

45Δ

Calls
Pseudo strike
52.91
IV
78.7%
B/E move
12.5%
Puts
Pseudo strike
50.12
IV
83.9%
B/E move
9.2%

50Δ

Calls
Pseudo strike
51.50
IV
80.3%
B/E move
11.0%
Puts
Pseudo strike
51.66
IV
83.4%
B/E move
8.0%

55Δ

Calls
Pseudo strike
50.09
IV
81.9%
B/E move
9.4%
Puts
Pseudo strike
53.19
IV
82.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
48.56
IV
83.3%
B/E move
8.1%
Puts
Pseudo strike
54.72
IV
82.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
47.03
IV
84.6%
B/E move
6.9%
Puts
Pseudo strike
55.99
IV
78.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
45.49
IV
86.0%
B/E move
5.6%
Puts
Pseudo strike
57.20
IV
74.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
43.74
IV
86.8%
B/E move
4.5%
Puts
Pseudo strike
58.41
IV
69.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
41.89
IV
87.4%
B/E move
3.5%
Puts
Pseudo strike
59.62
IV
65.3%
B/E move
1.6%

Options history

No recorded observations