MMM option chain 3M Company
Cboe delayed options data · as of 18:40 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.8% (150.49–175.84) · ATM IV 32.6% · P/C open interest 0.18
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 66.25 | 70.30 | 0.99 | 0.0006 | -0.006 | 95 | 0 | 2.13 | 116.5% | -0.01 | 0.0007 | -0.017 | |||||
| 61.30 | 65.30 | 1 | 0.99 | 0.0007 | -0.007 | 100 | 0 | 2.13 | 107.1% | -0.01 | 0.0009 | -0.018 | ||||
| 56.30 | 60.30 | 0.99 | 0.0009 | -0.009 | 105 | 0 | 2.14 | 98.2% | -0.01 | 0.0011 | -0.019 | |||||
| 51.30 | 55.35 | 8 | 0.99 | 0.0011 | -0.010 | 110 | 0 | 2.15 | 1 | 89.7% | -0.02 | 0.0013 | -0.020 | |||
| 46.35 | 50.35 | 0.98 | 0.0014 | -0.012 | 115 | 0 | 2.16 | 81.5% | -0.02 | 0.0017 | -0.021 | |||||
| 41.40 | 45.35 | 0.98 | 0.0019 | -0.014 | 120 | 0 | 2.18 | 1 | 73.6% | -0.02 | 0.0022 | -0.022 | ||||
| 36.40 | 40.40 | 5 | 0.98 | 0.0025 | -0.016 | 125 | 0 | 2.23 | 1 | 66.1% | -0.03 | 0.0028 | -0.024 | |||
| 31.60 | 35.30 | 9 | 0.97 | 0.0034 | -0.019 | 130 | 0.1200 | 0.3800 | 4 | 104 | 42.3% | -0.04 | 0.0038 | -0.027 | ||
| 26.65 | 30.45 | 1 | 0.96 | 0.0048 | -0.024 | 135 | 0.2400 | 0.5300 | 5 | 141 | 39.5% | -0.05 | 0.0054 | -0.031 | ||
| 21.95 | 25.85 | 7 | 32.0% | 0.94 | 0.0072 | -0.032 | 140 | 0.4800 | 0.8000 | 23 | 178 | 37.4% | -0.07 | 0.0078 | -0.038 | |
| 17.75 | 20.85 | 1 | 32.4% | 0.90 | 0.0112 | -0.047 | 145 | 0.8900 | 1.30 | 26 | 162 | 35.8% | -0.12 | 0.0118 | -0.051 | |
| 13.70 | 16.60 | 104 | 33.5% | 0.82 | 0.0162 | -0.068 | 150 | 1.76 | 1.93 | 182 | 910 | 34.5% | -0.19 | 0.0165 | -0.071 | |
| 11.95 | 14.35 | 33.1% | 0.78 | 0.0187 | -0.078 | 152.5 | 2.29 | 2.66 | 5 | 34.6% | -0.24 | 0.0188 | -0.080 | |||
| 11.05 | 12.60 | 1 | 45 | 36.2% | 0.73 | 0.0210 | -0.086 | 155 | 3.00 | 3.25 | 8 | 350 | 34.0% | -0.29 | 0.0210 | -0.087 |
| 9.05 | 11.00 | 35.1% | 0.67 | 0.0231 | -0.093 | 157.5 | 3.80 | 4.20 | 2 | 33.9% | -0.34 | 0.0229 | -0.092 | |||
| 7.90 | 8.30 | 1 | 416 | 32.8% | 0.61 | 0.0248 | -0.097 | 160 | 4.65 | 5.00 | 86 | 679 | 32.8% | -0.40 | 0.0245 | -0.096 |
| 6.35 | 7.00 | 3 | 32.4% | 0.55 | 0.0258 | -0.099 | 162.5 | 5.65 | 6.35 | 5 | 32.8% | -0.47 | 0.0254 | -0.097 | ||
| 5.20 | 5.55 | 721 | 990 | 31.8% | 0.48 | 0.0261 | -0.099 | 165 | 7.10 | 7.40 | 58 | 605 | 32.3% | -0.53 | 0.0256 | -0.097 |
| 4.10 | 4.70 | 17 | 32.1% | 0.42 | 0.0257 | -0.096 | 167.5 | 8.45 | 9.05 | 32.4% | -0.59 | 0.0252 | -0.093 | |||
| 3.25 | 3.65 | 90 | 558 | 31.7% | 0.36 | 0.0246 | -0.091 | 170 | 10.00 | 11.30 | 350 | 33.8% | -0.65 | 0.0241 | -0.088 | |
| 2.46 | 2.88 | 31.4% | 0.30 | 0.0230 | -0.084 | 172.5 | 11.80 | 13.60 | 35.5% | -0.71 | 0.0225 | -0.081 | ||||
| 1.92 | 2.20 | 1,522 | 10.2K | 31.3% | 0.25 | 0.0210 | -0.076 | 175 | 12.75 | 15.25 | 29 | 32.0% | -0.76 | 0.0205 | -0.072 | |
| 1.45 | 1.73 | 24 | 31.4% | 0.20 | 0.0186 | -0.066 | 177.5 | 14.60 | 17.85 | 33.6% | -0.81 | 0.0182 | -0.063 | |||
| 1.07 | 1.26 | 33 | 811 | 31.1% | 0.16 | 0.0162 | -0.057 | 180 | 16.70 | 19.40 | 156 | 31.4% | -0.85 | 0.0158 | -0.053 | |
| 0.8400 | 0.9600 | 8 | 31.4% | 0.13 | 0.0138 | -0.048 | 182.5 | 18.45 | 22.45 | 33.4% | -0.88 | 0.0134 | -0.045 | |||
| 0.5900 | 0.7000 | 381 | 5,696 | 31.1% | 0.10 | 0.0116 | -0.041 | 185 | 20.90 | 24.70 | 34 | 34.7% | -0.90 | 0.0112 | -0.037 | |
| 0.3700 | 1.04 | 34.3% | 0.08 | 0.0097 | -0.035 | 187.5 | 23.10 | 27.05 | 34.7% | -0.92 | 0.0094 | -0.031 | ||||
| 0.2900 | 0.6600 | 3 | 444 | 33.5% | 0.07 | 0.0082 | -0.032 | 190 | 25.60 | 29.40 | 1 | 10 | 36.2% | -0.94 | 0.0080 | -0.027 |
| 0.0200 | 0.4600 | 24 | 354 | 33.1% | 0.05 | 0.0062 | -0.028 | 195 | 30.40 | 34.15 | 37.4% | -0.95 | 0.0061 | -0.023 | ||
| 0.1000 | 0.5000 | 30 | 457 | 38.4% | 0.04 | 0.0050 | -0.027 | 200 | 35.30 | 39.10 | 40.3% | -0.96 | 0.0049 | -0.022 | ||
| 0 | 0.8500 | 1 | 44.9% | 0.04 | 0.0042 | -0.026 | 205 | 39.95 | 44.05 | 39.2% | -0.96 | 0.0041 | -0.020 | |||
| 0 | 2.00 | 54 | 58.0% | 0.04 | 0.0036 | -0.026 | 210 | 45.20 | 48.95 | 45.5% | -0.97 | 0.0035 | -0.019 | |||
| 0 | 1.66 | 59.5% | 0.03 | 0.0031 | -0.025 | 215 | 49.90 | 53.90 | 43.1% | -0.97 | 0.0030 | -0.018 | ||||
| 0 | 2.14 | 17 | 66.8% | 0.03 | 0.0027 | -0.025 | 220 | 55.15 | 58.90 | 51.6% | -0.97 | 0.0027 | -0.017 | |||
| 0 | 2.13 | 15 | 74.0% | 0.03 | 0.0022 | -0.024 | 230 | 65.10 | 68.90 | 58.1% | -0.98 | 0.0022 | -0.015 | |||
| 0 | 2.13 | 80.8% | 0.02 | 0.0018 | -0.023 | 240 | 75.05 | 78.90 | 64.2% | -0.98 | 0.0022 | -0.016 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs