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Goosehead Insurance, Inc. Class A Common Stock GSHD

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Market datapartial · fetched 2026-10-22T23:57:32.215Z

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 · 2026-10-22T23:49:47.510911296Z

FundamentalsAlpha Vantage · unavailable

Share price$49.80
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$1.10$3.58$6.06$8.54$11.02$35.44$42.76$50.08$57.41$64.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSHD spot · $49.80GSHD PRICE$1.36$1.58$1.95$2.33$2.86$3.49$4.12$4.78$5.70$6.63$7.56$8.91$10.30$1.82$2.36$2.89$3.44$3.99$4.54$5.39$6.28$7.16$7.94$8.60$9.27$9.93
PutsExpensive1.33×
CallsExpensive1.30×
SkewBullish-4.07 pp
Implied moveBearish±$9.51
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.74101.0%36.7%40.87100.7%21.6%
25Δ60.5785.0%24.8%42.9697.1%18.5%
30Δ58.0681.5%20.5%45.0493.4%15.4%
35Δ55.9379.1%17.0%46.6389.7%13.3%
40Δ54.1979.1%14.6%48.2386.0%11.2%
45Δ52.7681.0%12.9%49.8282.3%9.1%
50Δ51.3282.8%11.3%51.3181.2%7.8%
55Δ49.8784.6%9.7%52.7980.5%6.6%
60Δ48.3086.4%8.4%54.2779.8%5.4%
65Δ46.7288.2%7.1%55.5677.0%4.4%
70Δ45.1589.9%5.8%56.6772.3%3.5%
75Δ43.2591.6%4.7%57.7867.5%2.6%
80Δ41.3193.1%3.6%58.8862.8%1.7%

20Δ

Calls
Pseudo strike
66.74
IV
101.0%
B/E move
36.7%
Puts
Pseudo strike
40.87
IV
100.7%
B/E move
21.6%

25Δ

Calls
Pseudo strike
60.57
IV
85.0%
B/E move
24.8%
Puts
Pseudo strike
42.96
IV
97.1%
B/E move
18.5%

30Δ

Calls
Pseudo strike
58.06
IV
81.5%
B/E move
20.5%
Puts
Pseudo strike
45.04
IV
93.4%
B/E move
15.4%

35Δ

Calls
Pseudo strike
55.93
IV
79.1%
B/E move
17.0%
Puts
Pseudo strike
46.63
IV
89.7%
B/E move
13.3%

40Δ

Calls
Pseudo strike
54.19
IV
79.1%
B/E move
14.6%
Puts
Pseudo strike
48.23
IV
86.0%
B/E move
11.2%

45Δ

Calls
Pseudo strike
52.76
IV
81.0%
B/E move
12.9%
Puts
Pseudo strike
49.82
IV
82.3%
B/E move
9.1%

50Δ

Calls
Pseudo strike
51.32
IV
82.8%
B/E move
11.3%
Puts
Pseudo strike
51.31
IV
81.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
49.87
IV
84.6%
B/E move
9.7%
Puts
Pseudo strike
52.79
IV
80.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
48.30
IV
86.4%
B/E move
8.4%
Puts
Pseudo strike
54.27
IV
79.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
46.72
IV
88.2%
B/E move
7.1%
Puts
Pseudo strike
55.56
IV
77.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
45.15
IV
89.9%
B/E move
5.8%
Puts
Pseudo strike
56.67
IV
72.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
43.25
IV
91.6%
B/E move
4.7%
Puts
Pseudo strike
57.78
IV
67.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
41.31
IV
93.1%
B/E move
3.6%
Puts
Pseudo strike
58.88
IV
62.8%
B/E move
1.7%

Options history

No recorded observations