thetaOwl

MMM

3M CompanyClose $180.94EOD only
Max Pain
$170.00
Next expiry Aug 21, 2026
Expected Move
±$3.56
2.0% from close
Price Gap
-10.94
Distance to max pain
IV Rank
19
Low premium
P/C OI
0.74
Slightly call-heavy
Consensus
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot

This page reflects MMM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Aug 18, 2026 close
MMM Options Chain
Data as of market close Aug 18, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 3)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
100.0082.1079.3083.100.0079272.3%0.9940.0004-0.1330.0030.008
105.0075.7975.1077.45-0.7628262.3%0.9920.0005-0.1690.0040.008
110.0070.8169.3072.70-2.0520191.4%0.9980.0002-0.0390.0010.009
115.0065.7764.3067.7520.2721183.6%0.9980.0003-0.0520.0010.009
125.0056.9554.3558.050.0030179.5%0.9910.0008-0.1360.0040.010
130.0049.9049.5552.85-2.5912162.9%0.9900.0010-0.1370.0040.011
135.0047.9144.3547.750.0013128.5%0.9950.0007-0.0670.0020.011
140.0041.9740.1042.050.00333118.0%0.9930.0010-0.0790.0030.011
145.0035.9734.5537.500.0035996.9%0.9950.0009-0.0560.0020.012
149.0034.8030.4034.200.0001110.2%0.9770.0030-0.1800.0090.012
150.0031.3530.2032.35-2.25496105.6%0.9780.0031-0.1700.0090.012
155.0025.8725.1527.75-0.68142198.7%0.9620.0051-0.2390.0130.012
157.5025.9921.9025.600.001481.3%0.9730.0047-0.1570.0100.013
160.0021.3520.2022.351.05448175.0%0.9680.0059-0.1660.0120.013
162.5019.1417.6519.600.0024259.6%0.9790.0053-0.1020.0080.013
165.0016.0014.4517.350.23476990.0%0.8800.0135-0.5090.0330.012
167.5015.4612.6515.000.0027053.9%0.9470.0123-0.1790.0180.013
170.0011.4610.4012.501.02254,89772.9%0.8370.0206-0.5070.0400.011
172.508.056.9510.350.00530068.4%0.7900.0257-0.5540.0470.011
175.005.965.657.950.13231,93658.5%0.7460.0334-0.5280.0530.010
177.504.083.305.250.65136043.3%0.6970.0491-0.4280.0570.010
180.002.372.002.770.611793,35030.1%0.5860.0789-0.3330.0640.009
182.501.210.501.310.28640926.3%0.3690.0876-0.2790.0620.005
185.000.460.200.600.03961,61726.3%0.1830.0615-0.1950.0440.003
187.500.200.000.290.075644527.9%0.0830.0336-0.1190.0250.001
190.000.090.050.090.021931,21027.1%0.0250.0130-0.0430.0090.000
192.500.200.000.370.1716744.4%0.0660.0175-0.1570.0210.001
195.000.070.000.110.00433239.6%0.0200.0074-0.0530.0080.000
197.500.210.001.10-0.061263.5%0.0690.0127-0.2310.0220.001
200.000.010.000.01-0.031334436.7%0.0010.0008-0.0050.0010.000
202.500.010.002.13-0.14229091.1%0.0940.0112-0.4190.0270.001
205.000.010.002.13-0.09429297.9%0.0870.0099-0.4260.0260.001
210.000.010.002.13-0.30219110.8%0.0770.0079-0.4370.0240.001
215.000.070.002.13-1.0310123.1%0.0690.0065-0.4470.0220.001
220.000.010.002.13-0.09413134.8%0.0620.0056-0.4540.0200.001
225.000.070.002.13-0.9811146.0%0.0570.0048-0.4600.0190.001
230.000.080.002.13-0.15110156.7%0.0530.0042-0.4650.0180.001
235.000.010.000.52-0.09112127.5%0.0140.0017-0.1240.0060.000
240.000.020.000.52-0.081354135.7%0.0130.0015-0.1230.0050.000
245.000.020.000.94-0.0819158.8%0.0210.0019-0.2210.0080.000
250.000.020.000.08-0.0319119.5%0.0020.0003-0.0180.0010.000
255.000.010.000.01-0.0423103.1%0.0000.0000-0.0020.0000.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
80.000.140.000.050.0004276.6%-0.0000.0000-0.0100.000-0.000
85.000.100.000.050.005434257.8%-0.0000.0000-0.0100.000-0.000
90.000.050.000.050.0118239.1%-0.0000.0000-0.0100.000-0.000
100.000.100.000.100.00223220.3%-0.0010.0001-0.0220.001-0.000
105.000.100.000.100.0083203.9%-0.0010.0001-0.0220.001-0.000
110.000.060.000.100.00223187.5%-0.0010.0001-0.0220.001-0.000
115.000.100.000.100.00107172.7%-0.0010.0002-0.0220.001-0.000
120.000.030.000.10-0.09141157.8%-0.0020.0002-0.0230.001-0.000
125.000.060.000.110.001235144.9%-0.0020.0003-0.0250.001-0.000
130.000.530.000.090.004457128.1%-0.0020.0003-0.0200.001-0.000
135.000.010.002.130.0020394194.4%-0.0400.0027-0.4560.014-0.001
140.000.050.002.130.005677175.0%-0.0450.0033-0.4500.015-0.001
145.000.050.000.050.00185983.6%-0.0020.0004-0.0110.001-0.000
149.000.320.000.300.002494.3%-0.0100.0018-0.0700.004-0.000
150.000.010.000.010.00353960.9%-0.0000.0001-0.0020.000-0.000
152.500.690.002.130.001128128.0%-0.0620.0059-0.4290.020-0.001
155.000.080.000.010.001347151.6%-0.0000.0002-0.0020.000-0.000
157.500.030.000.730.00391284.1%-0.0310.0051-0.1610.012-0.000
160.000.050.000.050.0011,96553.9%-0.0050.0018-0.0230.003-0.000
162.500.330.002.130.00112191.2%-0.0890.0108-0.4000.026-0.001
165.000.200.001.400.17256672.1%-0.0740.0118-0.2740.023-0.001
167.500.040.000.10-0.013810940.4%-0.0160.0062-0.0450.007-0.000
170.000.030.000.17-0.03562237.8%-0.0320.0117-0.0740.012-0.000
172.500.100.000.31-0.068082835.5%-0.0660.0219-0.1230.021-0.001
175.000.330.150.40-0.0411775229.7%-0.1030.0367-0.1430.029-0.002
177.500.550.002.21-0.2214831249.1%-0.3220.0445-0.4750.059-0.005
180.001.250.901.45-0.393973625.0%-0.3990.0942-0.2550.063-0.006
182.502.431.632.81-0.41256425.4%-0.6350.0901-0.2480.062-0.010
185.005.002.975.350.001597037.6%-0.7330.0532-0.3220.054-0.011
187.505.055.357.600.0072143.5%-0.8090.0381-0.3060.045-0.013
190.006.707.6010.750.006660464.0%-0.7900.0274-0.4870.047-0.013
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.