MMM option chain 3M Company
Cboe delayed options data · as of 09:36 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 ±4.8% (160.88–177.12) · ATM IV 24.1% · P/C open interest 0.96
| 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 | |
| 71.85 | 76.20 | 110.8% | 0.99 | 0.0006 | -0.016 | 95 | 0 | 2.13 | 22 | 144.2% | -0.01 | 0.0006 | -0.024 | |||
| 66.95 | 71.20 | 97.4% | 0.99 | 0.0007 | -0.018 | 100 | 0 | 0.0800 | 14 | 17 | 81.1% | -0.01 | 0.0007 | -0.025 | ||
| 62.00 | 66.25 | 90.0% | 0.99 | 0.0009 | -0.019 | 105 | 0 | 0.0900 | 2 | 8 | 75.1% | -0.01 | 0.0009 | -0.026 | ||
| 57.45 | 61.15 | 93.7% | 0.99 | 0.0011 | -0.020 | 110 | 0 | 0.2100 | 2 | 34 | 75.8% | -0.01 | 0.0011 | -0.027 | ||
| 52.30 | 55.85 | 74.3% | 0.98 | 0.0013 | -0.022 | 115 | 0 | 2.15 | 3 | 103.1% | -0.02 | 0.0013 | -0.028 | |||
| 47.20 | 51.20 | 81.0% | 0.98 | 0.0016 | -0.024 | 120 | 0 | 2.16 | 1 | 93.8% | -0.02 | 0.0016 | -0.029 | |||
| 41.95 | 46.20 | 61.0% | 0.98 | 0.0021 | -0.026 | 125 | 0 | 2.17 | 84.9% | -0.02 | 0.0021 | -0.030 | ||||
| 36.95 | 41.25 | 55.6% | 0.97 | 0.0027 | -0.028 | 130 | 0 | 2.19 | 76.2% | -0.03 | 0.0027 | -0.032 | ||||
| 32.15 | 36.40 | 48.1% | 0.97 | 0.0035 | -0.030 | 135 | 0 | 2.21 | 67.7% | -0.03 | 0.0035 | -0.034 | ||||
| 27.20 | 31.30 | 41.0% | 0.96 | 0.0047 | -0.033 | 140 | 0 | 2.23 | 59.3% | -0.04 | 0.0048 | -0.036 | ||||
| 22.50 | 26.50 | 30.1% | 0.95 | 0.0066 | -0.036 | 145 | 0 | 2.27 | 51.1% | -0.05 | 0.0067 | -0.039 | ||||
| 18.30 | 20.90 | 35.7% | 0.93 | 0.0098 | -0.040 | 150 | 0 | 2.35 | 43.1% | -0.07 | 0.0098 | -0.043 | ||||
| 13.55 | 15.70 | 1 | 28.2% | 0.89 | 0.0153 | -0.047 | 155 | 0.1900 | 0.7100 | 3 | 6 | 25.9% | -0.11 | 0.0154 | -0.049 | |
| 9.40 | 11.65 | 1 | 28.6% | 0.82 | 0.0249 | -0.060 | 160 | 0.9200 | 1.35 | 4 | 11 | 25.4% | -0.19 | 0.0253 | -0.062 | |
| 5.20 | 8.50 | 1 | 1 | 27.2% | 0.67 | 0.0363 | -0.078 | 165 | 1.82 | 4.10 | 1 | 24 | 28.0% | -0.34 | 0.0369 | -0.080 |
| 3.10 | 3.75 | 1 | 12 | 23.8% | 0.47 | 0.0414 | -0.083 | 170 | 4.05 | 5.35 | 18 | 47 | 24.5% | -0.54 | 0.0425 | -0.085 |
| 1.46 | 3.75 | 1 | 9 | 29.2% | 0.28 | 0.0354 | -0.069 | 175 | 6.90 | 8.20 | 42 | 21.7% | -0.74 | 0.0369 | -0.072 | |
| 0.5000 | 1.05 | 6 | 19 | 23.7% | 0.14 | 0.0234 | -0.046 | 180 | 10.60 | 12.35 | 2 | 10 | -0.88 | 0.0255 | -0.048 | |
| 0.0200 | 0.6600 | 2 | 54 | 24.5% | 0.07 | 0.0129 | -0.026 | 185 | 15.50 | 17.30 | -0.97 | 0.0159 | -0.034 | |||
| 0 | 0.5600 | 65 | 28.6% | 0.04 | 0.0073 | -0.017 | 190 | 20.45 | 23.00 | 33.7% | -1.00 | 0.0036 | -0.019 | |||
| 0.0100 | 0.1300 | 4 | 26 | 26.6% | 0.03 | 0.0049 | -0.015 | 195 | 24.85 | 28.05 | -1.00 | 0.0010 | -0.019 | |||
| 0 | 0.2500 | 46 | 33.3% | 0.02 | 0.0036 | -0.014 | 200 | 29.85 | 32.60 | -1.00 | 0.0003 | -0.019 | ||||
| 0 | 2.15 | 56.8% | 0.02 | 0.0028 | -0.013 | 205 | 34.20 | 38.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.14 | 61.8% | 0.01 | 0.0023 | -0.012 | 210 | 39.20 | 43.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 66.6% | 0.01 | 0.0018 | -0.012 | 215 | 44.25 | 48.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 71.2% | 0.01 | 0.0015 | -0.011 | 220 | 49.25 | 53.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 75.7% | 0.01 | 0.0013 | -0.011 | 225 | 54.25 | 58.10 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 80.0% | 0.01 | 0.0011 | -0.010 | 230 | 59.15 | 63.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 84.2% | 0.01 | 0.0010 | -0.010 | 235 | 64.25 | 68.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 88.2% | 0.01 | 0.0008 | -0.009 | 240 | 69.25 | 73.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 92.0% | 0.01 | 0.0008 | -0.009 | 245 | 74.25 | 78.30 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 2.13 | 95.8% | 0.01 | 0.0007 | -0.009 | 250 | 79.25 | 83.30 | -1.00 | 0.0000 | -0.019 | |||||
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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs