The most common and most likely answer to this crossword clue is the 6 letter word MULLET
I've seen this crossword clue in Financial Times
M
U
L
L
E
T
More clues leading to the result MULLET
- Ponder extraterrestrial form of sea life
- Add spice to eat outside – such a shock
- Something hairy and out of this world east of island
- Hairstyle, say, extremely uniform all over
- Rejected grass, um … as a hairstyle
- Order I’m not sure about — it’s fishy
- Ponder extremely elegant hairdo
- What’s at the end of the line? Barnet?
- Fish cut
- Consider extremely elegant hairstyle
Buddy explains!

The straight part
We know that "such a shock" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case such a shock = mullet.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does MULLET mean?
MULLET noun- A fish of the family Mullidae (order Syngnathiformes), especially the genus Mullus (the red mullets or goatfish).
- A fish of the family Mugilidae (order Mugiliformes) (the grey mullets).
- Any of several species of freshwater fish in the sucker family (especially in the genus Moxostoma, the redhorses)
- A fool
- A hairstyle where the hair is kept short on the top and sides and long at the back.
- A person who mindlessly follows a fad, a trend, or a leader.
- A star with straight edges and usually with five or six points.
- The rowel of a spur.