JSFiddle - React, Tailwind, and code Playground

HTML

<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.2.0/jquery.min.js"></script>
<select name="name[]" class="select">
  <option value="">Select</option>
  <option value="volvo">Volvo</option>
  <option value="saab">Saab</option>
  <option value="mercedes">Mercedes</option>
  <option value="audi">Audi</option>
</select>
<select name="name[]" class="select">
  <option value="">Select</option>
  <option value="volvo">Volvo</option>
  <option value="saab">Saab</option>
  <option value="mercedes">Mercedes</option>
  <option value="audi">Audi</option>
</select>
<select name="name[]" class="select">
  <option value="">Select</option>
  <option value="volvo">Volvo</option>
  <option value="saab">Saab</option>
  <option value="mercedes">Mercedes</option>
  <option value="audi">Audi</option>
</select>

JavaScript

$('select').change(function() {
  var val = $(this).val();

  $("select").not(this).each(function(index, item) {
    $(item).find("option[value='" + val + "']").remove();
  });
});