How to write a script to check for insecure HTTP headers

Question

I want to analyze a website’s HTTP security headers to check for misconfigurations that might expose vulnerabilities. I’m looking for guidance on:

• What HTTP headers (e.g., CSP, HSTS, X-Frame-Options) should be checked.
• How to write a Python or Bash script to automate header analysis.
• How to interpret results and recommend fixes.
  A sample script or recommendations on tools like curl, requests, or securityheaders.com would be useful.