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SelectQuote, Inc. SLQT

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market datapartial · fetched 2026-11-12T03:04:18.626Z

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 · 2026-11-12T00:55:45.738826305Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:31.174420+00:00

Share price$0.52
1D+6.1%
AH$0.48$0.51$0.54$0.56$0.595:30 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.$0.39$0.54$0.69$0.84$1.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ 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 PRICESLQT PRICE$0.41$0.46$0.51$0.56$0.61$0.66$0.70$0.75$0.80$0.85$0.90$0.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.59472.5%65.4%
25Δ0.66449.5%60.3%
30Δ0.74426.6%55.2%
35Δ0.82403.7%50.1%
40Δ0.89380.8%45.0%
45Δ0.97357.8%39.9%
50Δ1.05334.9%34.8%
55Δ1.12312.0%29.7%
60Δ1.20289.1%24.6%
65Δ1.27266.1%19.5%
70Δ1.35243.2%14.4%
75Δ1.43220.3%9.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
472.5%
B/E move
65.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.66
IV
449.5%
B/E move
60.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.74
IV
426.6%
B/E move
55.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
403.7%
B/E move
50.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.89
IV
380.8%
B/E move
45.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.97
IV
357.8%
B/E move
39.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.05
IV
334.9%
B/E move
34.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
312.0%
B/E move
29.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.20
IV
289.1%
B/E move
24.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
266.1%
B/E move
19.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.35
IV
243.2%
B/E move
14.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.43
IV
220.3%
B/E move
9.3%

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