MMM option chain 3M Company
Cboe delayed options data · as of 21:52 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 ±11.4% (147.76–185.81) · ATM IV 26.4% · P/C open interest 1.04
| 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 | |
| 80.75 | 84.75 | 5 | 58.0% | 0.99 | 0.0004 | 0.000 | 85 | 0 | 2.18 | 27 | 78.3% | -0.01 | 0.0005 | -0.005 | ||
| 75.80 | 79.55 | 42.9% | 0.99 | 0.0005 | 0.000 | 90 | 0.0100 | 2.19 | 49 | 72.7% | -0.01 | 0.0006 | -0.006 | |||
| 70.85 | 74.85 | 2 | 49.8% | 0.99 | 0.0006 | 0.000 | 95 | 0 | 2.21 | 71 | 67.3% | -0.01 | 0.0007 | -0.006 | ||
| 66.40 | 69.65 | 9 | 50.0% | 0.99 | 0.0008 | 0.000 | 100 | 0 | 1.20 | 98 | 55.0% | -0.01 | 0.0009 | -0.007 | ||
| 61.00 | 64.95 | 2 | 43.1% | 0.99 | 0.0010 | 0.000 | 105 | 0 | 2.25 | 67 | 57.5% | -0.02 | 0.0011 | -0.007 | ||
| 56.05 | 59.45 | 3 | 0.98 | 0.0013 | 0.000 | 110 | 0 | 1.25 | 73 | 46.6% | -0.02 | 0.0014 | -0.008 | |||
| 51.15 | 55.15 | 37.7% | 0.98 | 0.0016 | 0.000 | 115 | 0 | 2.33 | 55 | 48.6% | -0.03 | 0.0017 | -0.009 | |||
| 46.25 | 49.40 | 2 | 0.97 | 0.0022 | 0.000 | 120 | 0.0400 | 0.6500 | 85 | 34.4% | -0.03 | 0.0022 | -0.010 | |||
| 41.80 | 44.60 | 29 | 29.7% | 0.96 | 0.0029 | 0.000 | 125 | 0.1600 | 0.8100 | 99 | 32.9% | -0.04 | 0.0030 | -0.012 | ||
| 36.95 | 39.65 | 25 | 27.3% | 0.95 | 0.0038 | -0.003 | 130 | 0.3600 | 0.9000 | 145 | 30.8% | -0.05 | 0.0040 | -0.014 | ||
| 32.35 | 35.05 | 27 | 27.9% | 0.93 | 0.0052 | -0.008 | 135 | 0.4800 | 2.99 | 74 | 35.3% | -0.08 | 0.0053 | -0.018 | ||
| 28.25 | 30.75 | 24 | 29.5% | 0.90 | 0.0070 | -0.014 | 140 | 0.9200 | 1.77 | 182 | 28.6% | -0.11 | 0.0071 | -0.022 | ||
| 23.95 | 26.25 | 48 | 28.2% | 0.86 | 0.0091 | -0.020 | 145 | 2.00 | 2.50 | 410 | 29.2% | -0.15 | 0.0092 | -0.027 | ||
| 20.75 | 21.45 | 272 | 27.7% | 0.80 | 0.0112 | -0.027 | 150 | 2.75 | 3.30 | 10 | 191 | 27.8% | -0.20 | 0.0114 | -0.033 | |
| 16.15 | 17.95 | 1 | 176 | 26.0% | 0.74 | 0.0133 | -0.033 | 155 | 4.15 | 4.50 | 338 | 27.5% | -0.27 | 0.0136 | -0.037 | |
| 13.00 | 14.35 | 242 | 25.6% | 0.67 | 0.0152 | -0.037 | 160 | 5.70 | 6.25 | 3,268 | 27.1% | -0.34 | 0.0155 | -0.041 | ||
| 10.55 | 11.55 | 3 | 320 | 26.2% | 0.59 | 0.0165 | -0.040 | 165 | 7.75 | 8.20 | 114 | 26.6% | -0.42 | 0.0169 | -0.042 | |
| 8.25 | 8.80 | 30 | 544 | 25.9% | 0.50 | 0.0172 | -0.041 | 170 | 10.30 | 10.70 | 92 | 26.4% | -0.51 | 0.0176 | -0.042 | |
| 6.05 | 6.60 | 549 | 25.3% | 0.42 | 0.0171 | -0.040 | 175 | 13.15 | 13.65 | 162 | 26.1% | -0.60 | 0.0176 | -0.039 | ||
| 4.55 | 5.05 | 1,800 | 25.6% | 0.34 | 0.0162 | -0.037 | 180 | 15.55 | 17.10 | 104 | 24.6% | -0.68 | 0.0169 | -0.036 | ||
| 3.20 | 3.50 | 27 | 317 | 24.9% | 0.27 | 0.0146 | -0.033 | 185 | 19.60 | 20.80 | 28 | 24.8% | -0.76 | 0.0158 | -0.031 | |
| 2.21 | 2.61 | 4 | 176 | 25.0% | 0.20 | 0.0127 | -0.029 | 190 | 22.95 | 25.80 | 1 | 25.2% | -0.83 | 0.0146 | -0.027 | |
| 1.54 | 1.86 | 261 | 25.1% | 0.15 | 0.0106 | -0.024 | 195 | 28.05 | 30.30 | 27.5% | -0.89 | 0.0132 | -0.023 | |||
| 1.11 | 1.56 | 3 | 384 | 26.0% | 0.12 | 0.0086 | -0.020 | 200 | 32.05 | 35.10 | 2 | 26.9% | -0.94 | 0.0125 | -0.017 | |
| 0.3200 | 0.8900 | 143 | 25.7% | 0.07 | 0.0056 | -0.014 | 210 | 41.15 | 44.95 | -1.00 | 0.0018 | -0.043 | ||||
| 0.0100 | 0.5800 | 71 | 26.1% | 0.05 | 0.0039 | -0.011 | 220 | 51.50 | 55.10 | 34.0% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 0.9000 | 25 | 31.8% | 0.04 | 0.0029 | -0.010 | 230 | 61.40 | 65.10 | 37.5% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 2.23 | 32 | 41.9% | 0.03 | 0.0023 | -0.009 | 240 | 71.25 | 74.95 | -1.00 | 0.0000 | -0.051 | ||||
| 0 | 2.18 | 41 | 45.3% | 0.03 | 0.0019 | -0.009 | 250 | 81.80 | 84.95 | 47.4% | -1.00 | 0.0000 | -0.051 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs