SelectQuote (SLQT) Options Chain
NYSE: SLQTFinanceSpecialty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Pre-market: 0.37 +3.38%
Expiration date
- Expiration
- Jan 15, 2027
- Days to expiration
- 95
- Share price
- $0.3579
- Put/call ratio (volume)
- 1.11
- Expected move
- ±$0.0456
- Open interest (C / P)
- 0 / 81
SLQT options summary
The SLQT options chain for the January 15, 2027 expiration lists 6 call and 4 put contracts, with 95 days until expiration. At-the-money implied volatility near the $0.50 strike is 25.0%, which implies the market expects a move of about ±$0.0456 (12.8%) in SelectQuote stock by expiration. The most open interest sits at the $0.50 call (0 contracts) and the $0.50 put (80 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
SLQT options chain · January 15, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 0.10 | 0.00 | 0.00 | 0.50 | 0.00 | 0.00 | 0.38 | |||||
| 0.05 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.65 | |||||
| 0.05 | 0.00 | 0.00 | 1.50 | 0.00 | 0.00 | 1.15 | |||||
| 0.02 | 0.00 | 0.00 | 2.00 | 0.80 | 1.55 | 1.30 | |||||
| 0.03 | 0.00 | 0.00 | 3.00 | — | — | — | |||||
| 0.43 | 0.00 | 0.00 | 4.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is SLQT's implied volatility?
At-the-money implied volatility for SLQT options expiring January 15, 2027 is about 25.0%, an annualized estimate of how much the market expects SelectQuote stock to move.
How many SLQT option expiration dates are there?
SLQT has 4 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.