Sendgrid: Using oAuth or Signature verification on a webhook?

I’m playing around with sendgrid webhooks to get data back from their email events. Testing was easy enough to setup: public API workflow, no authentication, no privacy rules and everything works.

However, I would think I would want to use some sort of authentication so that random people or bots don’t start pinging my URL. I’m having a hard time finding documentation on incoming API workflows. For example, sendgrid asks for this info:

Screenshot

Where would I get this information?

@davidavellan I’m looking to set up something similar and am wondering whether you managed this in the end?