MMM option chain 3M Company
Cboe delayed options data · as of 00:36 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 ±10.2% (149.78–183.78) · ATM IV 27.3% · P/C open interest 0.49
| 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 | |
| 70.85 | 74.55 | 0.99 | 0.0006 | 0.000 | 95 | 0 | 2.17 | 77.8% | -0.01 | 0.0007 | -0.009 | |||||
| 65.85 | 69.55 | 0.99 | 0.0008 | 0.000 | 100 | 0 | 2.19 | 72.0% | -0.01 | 0.0009 | -0.009 | |||||
| 60.95 | 64.70 | 0.99 | 0.0010 | 0.000 | 105 | 0 | 2.22 | 66.4% | -0.02 | 0.0011 | -0.010 | |||||
| 56.15 | 59.85 | 8 | 41.5% | 0.98 | 0.0012 | 0.000 | 110 | 0 | 2.26 | 61.2% | -0.02 | 0.0013 | -0.011 | |||
| 51.10 | 55.10 | 40.1% | 0.98 | 0.0015 | 0.000 | 115 | 0 | 1.79 | 53.0% | -0.02 | 0.0017 | -0.011 | ||||
| 46.25 | 49.30 | 0.98 | 0.0020 | 0.000 | 120 | 0 | 2.37 | 51.3% | -0.03 | 0.0022 | -0.013 | |||||
| 42.10 | 44.50 | 35.2% | 0.97 | 0.0026 | 0.000 | 125 | 0.0100 | 2.44 | 46.6% | -0.04 | 0.0028 | -0.014 | ||||
| 36.65 | 39.55 | 1 | 22.7% | 0.96 | 0.0034 | -0.000 | 130 | 0.2900 | 0.7900 | 2 | 34.4% | -0.05 | 0.0037 | -0.016 | ||
| 32.05 | 34.40 | 1 | 23.6% | 0.95 | 0.0046 | -0.005 | 135 | 0.4200 | 0.8000 | 2 | 31.1% | -0.06 | 0.0050 | -0.019 | ||
| 27.45 | 30.30 | 1 | 29.0% | 0.92 | 0.0064 | -0.011 | 140 | 0.7900 | 1.15 | 3 | 1 | 30.2% | -0.09 | 0.0068 | -0.023 | |
| 23.05 | 25.80 | 28.5% | 0.89 | 0.0089 | -0.019 | 145 | 1.33 | 1.90 | 1 | 54 | 29.9% | -0.13 | 0.0093 | -0.029 | ||
| 18.80 | 21.60 | 6 | 27.9% | 0.83 | 0.0117 | -0.028 | 150 | 2.14 | 2.43 | 1 | 261 | 28.5% | -0.18 | 0.0121 | -0.036 | |
| 15.25 | 16.75 | 26.1% | 0.76 | 0.0146 | -0.037 | 155 | 3.25 | 3.65 | 2 | 41 | 28.0% | -0.25 | 0.0148 | -0.043 | ||
| 11.75 | 13.30 | 5 | 25.9% | 0.68 | 0.0170 | -0.044 | 160 | 4.80 | 5.15 | 9 | 49 | 27.5% | -0.33 | 0.0171 | -0.048 | |
| 9.60 | 10.30 | 2 | 27.2% | 0.59 | 0.0188 | -0.049 | 165 | 6.75 | 7.35 | 31 | 27.4% | -0.42 | 0.0188 | -0.050 | ||
| 7.30 | 7.60 | 37 | 27.0% | 0.49 | 0.0196 | -0.050 | 170 | 9.25 | 9.85 | 150 | 56 | 27.1% | -0.52 | 0.0196 | -0.050 | |
| 5.25 | 5.55 | 14 | 129 | 26.7% | 0.40 | 0.0192 | -0.049 | 175 | 12.30 | 13.05 | 25 | 27.4% | -0.62 | 0.0194 | -0.046 | |
| 3.65 | 4.00 | 2 | 143 | 26.6% | 0.31 | 0.0177 | -0.044 | 180 | 14.95 | 16.30 | 114 | 25.4% | -0.71 | 0.0183 | -0.041 | |
| 2.25 | 2.79 | 3 | 253 | 26.0% | 0.23 | 0.0154 | -0.038 | 185 | 18.20 | 21.10 | 34 | 25.9% | -0.79 | 0.0168 | -0.035 | |
| 1.48 | 1.78 | 3 | 250 | 25.6% | 0.17 | 0.0127 | -0.032 | 190 | 22.45 | 25.35 | 13 | 25.9% | -0.86 | 0.0148 | -0.029 | |
| 0.6700 | 1.40 | 250 | 25.5% | 0.12 | 0.0101 | -0.025 | 195 | 27.05 | 29.80 | 25.7% | -0.92 | 0.0122 | -0.021 | |||
| 0.3900 | 0.9100 | 263 | 25.5% | 0.09 | 0.0078 | -0.020 | 200 | 32.05 | 35.10 | 30.2% | -0.97 | 0.0138 | -0.010 | |||
| 0.1700 | 0.6800 | 28 | 28.2% | 0.05 | 0.0048 | -0.014 | 210 | 41.40 | 45.10 | 32.0% | -1.00 | 0.0000 | -0.064 | |||
| 0 | 2.28 | 16 | 40.1% | 0.04 | 0.0033 | -0.012 | 220 | 51.20 | 55.10 | -1.00 | 0.0000 | -0.071 | ||||
| 0 | 2.19 | 15 | 44.5% | 0.03 | 0.0025 | -0.011 | 230 | 61.30 | 65.10 | -1.00 | 0.0000 | -0.072 | ||||
| 0 | 2.15 | 48.8% | 0.02 | 0.0020 | -0.010 | 240 | 71.45 | 75.10 | 47.0% | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 2.14 | 52.8% | 0.02 | 0.0016 | -0.009 | 250 | 81.40 | 85.10 | 50.7% | -1.00 | 0.0000 | -0.073 | ||||
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