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SelectQuote, Inc. SLQT

i

Market dataready · fetched 2026-11-04T02:47:17.580Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.002389119Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:47:16.543805+00:00

Share price$0.41
1D+1.2%
AH$0.39$0.40$0.41$0.42$0.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLQT
Sold putSold callAH

SelectQuote, Inc. options

Live interpolated SLQT call and put midpoint premiums by absolute delta.SelectQuote, Inc.$0.00$0.62$1.24$1.87$2.49$-0.03$0.23$0.48$0.74$0.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SLQT spot · $0.41SLQT PRICE$0.04$0.05$0.06$0.07$0.07$0.40$0.43$0.46$0.49$0.52$0.55$0.58$0.61$0.64$1.71$2.01$2.31
Puts——
Calls——
Skew——
Implied moveBearish±$0.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.55470.3%64.1%
25Δ0.60442.6%58.2%
30Δ0.84157.4%114.8%0.66414.9%52.4%
35Δ0.76153.8%96.9%0.71387.1%46.6%
40Δ0.68150.2%78.9%0.76359.4%40.7%
45Δ0.59146.6%61.0%0.82331.6%34.9%
50Δ0.51143.0%43.0%0.87303.9%29.1%
55Δ0.92276.2%23.3%
60Δ0.97248.4%17.4%
65Δ2.06323.3%13.9%
70Δ2.38314.2%10.0%
75Δ2.69305.1%6.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.55
IV
470.3%
B/E move
64.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
442.6%
B/E move
58.2%

30Δ

Calls
Pseudo strike
0.84
IV
157.4%
B/E move
114.8%
Puts
Pseudo strike
0.66
IV
414.9%
B/E move
52.4%

35Δ

Calls
Pseudo strike
0.76
IV
153.8%
B/E move
96.9%
Puts
Pseudo strike
0.71
IV
387.1%
B/E move
46.6%

40Δ

Calls
Pseudo strike
0.68
IV
150.2%
B/E move
78.9%
Puts
Pseudo strike
0.76
IV
359.4%
B/E move
40.7%

45Δ

Calls
Pseudo strike
0.59
IV
146.6%
B/E move
61.0%
Puts
Pseudo strike
0.82
IV
331.6%
B/E move
34.9%

50Δ

Calls
Pseudo strike
0.51
IV
143.0%
B/E move
43.0%
Puts
Pseudo strike
0.87
IV
303.9%
B/E move
29.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.92
IV
276.2%
B/E move
23.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.97
IV
248.4%
B/E move
17.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.06
IV
323.3%
B/E move
13.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.38
IV
314.2%
B/E move
10.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.69
IV
305.1%
B/E move
6.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations