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GSHD - Goosehead Insurance - Class A
Implied Volatility Analysis

Implied Volatility:
108.7%
Put/Call-Ratio:
0.08

Goosehead Insurance - Class A has an Implied Volatility (IV) of 108.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GSHD is 46 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for GSHD is 0.67 standard deviations away from its 1 year mean.

Market Cap$874.73M
Next Earnings Date10/27/2022 (38d)
Implied Volatility (IV) 30d
108.72
Implied Volatility Rank (IVR) 1y
46.41
Implied Volatility Percentile (IVP) 1y
72.00
Historical Volatility (HV) 30d
118.94
IV / HV
0.91
Open Interest
2.36K
Option Volume
233.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 9/16/2022 closing.

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