GSHD · IV Rank History

Goosehead Insurance, Inc. Class A Common Stock

IV rank shows where GSHD's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

GSHD's 30-day at-the-money implied volatility was 78.9% as of Oct 21, 2026. Its 52-week IV rank is 75 and its IV percentile is 88%: IV was lower on 88% of the past year's sessions. Over those 52 weeks it ranged from 41.4% (Dec 19, 2025) to 91.5% (Feb 17, 2026). On the 90-session window our screeners use, the IV rank is 88.

GSHD IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

GSHD IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
75
0 = year low, 100 = year high
IV Percentile
88%
of past-year sessions had lower IV
90-Session IV Rank
88
used by our screeners
30-Day ATM IV
78.9%
1-year average 64.6%
52-Week IV High
91.5%
2026-02-17
52-Week IV Low
41.4%
2025-12-19
History Since
2023-05-02
845 sessions

How these are measured. Implied volatility here is GSHD's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means GSHD options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

GSHD implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 77.7% 82.7% 71.2% 77
Sep 2026 64.2% 73.2% 55.1% 37
Aug 2026 58.3% 66.4% 50.7% 12
Jul 2026 69.4% 81.2% 57.3% 45
Jun 2026 75.0% 86.7% 67.3% 57
May 2026 68.6% 80.9% 56.5% 50
Apr 2026 73.8% 86.6% 59.6% 65
Mar 2026 72.8% 79.9% 54.4% 63
Feb 2026 76.0% 91.5% 64.4% 80
Jan 2026 51.4% 64.2% 45.1% 32
Dec 2025 45.5% 49.1% 41.4% 22
Nov 2025 50.8% 60.7% 41.8% 36
Oct 2025 60.5% 74.1% 46.0% 66
Sep 2025 49.6% 58.9% 40.3% 36
Aug 2025 44.8% 49.3% 37.6% 11
Jul 2025 57.6% 71.1% 41.1% 38
Jun 2025 46.4% 53.6% 43.2% 7
May 2025 49.9% 56.5% 44.2% 16
Apr 2025 69.2% 82.0% 54.0% 76
Mar 2025 51.4% 57.8% 46.9% 55
Feb 2025 57.5% 64.5% 44.6% 73
Jan 2025 53.3% 60.7% 46.8% 59
Dec 2024 43.5% 46.9% 39.7% 27
Nov 2024 39.6% 50.4% 35.1% 11
Oct 2024 55.8% 66.0% 40.7% 65
Sep 2024 47.1% 56.9% 41.7% 38
Aug 2024 47.4% 60.6% 39.6% 32
Jul 2024 54.3% 61.6% 44.5% 53
Jun 2024 46.0% 51.4% 38.6% 34
May 2024 39.5% 46.8% 35.4% 20
Apr 2024 57.5% 74.3% 44.5% 76
Mar 2024 39.7% 50.4% 31.6% 41
Feb 2024 44.5% 53.7% 32.9% 48
Jan 2024 38.6% 49.2% 30.6% 30
Dec 2023 36.2% 43.4% 30.6% 22
Nov 2023 37.7% 44.9% 29.0% 21
Oct 2023 52.8% 61.0% 41.5% 77
Sep 2023 39.8% 45.3% 34.9% 22
Aug 2023 41.1% 48.5% 36.8% 26
Jul 2023 48.4% 55.7% 35.9% 60
Jun 2023 44.8% 54.8% 38.2% 33
May 2023 46.5% 55.7% 41.1% 15

GSHD IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 88 78.9% —
2026-10-20 70 73.2% —
2026-10-19 83 77.4% —
2026-10-16 57 71.2% —
2026-10-15 77 78.3% —
2026-10-14 86 81.6% 120.6%
2026-10-13 89 82.7% 92.0%
2026-10-12 79 79.3% 94.7%
2026-10-09 65 74.2% 68.0%
2026-10-08 74 77.3% 73.6%
2026-10-07 83 80.7% 85.1%
2026-10-06 82 80.1% 77.5%
2026-10-05 82 80.4% 78.6%
2026-10-02 72 76.7% 74.0%
2026-10-01 62 72.9% 62.3%
2026-09-30 62 73.2% 66.8%
2026-09-29 60 72.5% 67.1%
2026-09-28 56 71.0% 62.9%
2026-09-25 53 69.8% 64.7%
2026-09-24 50 68.9% —
2026-09-23 51 69.3% —
2026-09-22 47 67.5% —
2026-09-21 45 67.0% —
2026-09-18 33 62.5% —
2026-09-17 26 59.9% —
2026-09-16 28 60.7% 114.2%
2026-09-15 43 66.3% 84.0%
2026-09-14 26 60.0% 85.6%
2026-09-11 34 62.9% 73.8%
2026-09-10 39 64.6% 73.1%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.