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3M Company MMM

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-11-07T01:15:21.461Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.002151619Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:11:57.767887+00:00

Share price$185.15
1D+0.2%
AH$182$183$185$186$1885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMMM
Sold putSold callAH

3M Company options

Live interpolated MMM call and put midpoint premiums by absolute delta.3M Company$0.58$2.76$4.94$7.13$9.31$171.57$178.65$185.72$192.79$199.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMM spot · $185.15MMM PRICE$0.81$1.09$1.39$1.70$2.02$2.40$2.77$3.28$3.91$4.54$5.39$6.27$8.30$0.96$1.27$1.65$2.04$2.56$3.11$3.69$4.28$4.99$6.12$7.07$7.84$8.68
PutsCheap0.92×
CallsCheap0.62×
SkewBearish+5.05 pp
Implied moveBearish±$6.46
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.7728.5%4.0%178.5132.5%4.1%
25Δ190.5428.8%3.5%179.9332.4%3.5%
30Δ189.4028.8%3.0%181.1032.6%3.1%
35Δ188.3228.5%2.6%182.2532.8%2.7%
40Δ187.2828.2%2.2%183.3433.5%2.4%
45Δ186.3627.9%1.9%184.4134.4%2.1%
50Δ185.4427.6%1.7%185.5034.8%1.8%
55Δ184.4927.8%1.4%186.6234.5%1.5%
60Δ183.5328.5%1.2%187.8134.8%1.3%
65Δ182.5629.3%1.1%189.2636.7%1.1%
70Δ181.3929.9%0.9%190.5937.0%0.9%
75Δ180.2130.5%0.7%191.7835.5%0.7%
80Δ178.0135.1%0.6%193.0133.9%0.4%

20Δ

Calls
Pseudo strike
191.77
IV
28.5%
B/E move
4.0%
Puts
Pseudo strike
178.51
IV
32.5%
B/E move
4.1%

25Δ

Calls
Pseudo strike
190.54
IV
28.8%
B/E move
3.5%
Puts
Pseudo strike
179.93
IV
32.4%
B/E move
3.5%

30Δ

Calls
Pseudo strike
189.40
IV
28.8%
B/E move
3.0%
Puts
Pseudo strike
181.10
IV
32.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
188.32
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
182.25
IV
32.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
187.28
IV
28.2%
B/E move
2.2%
Puts
Pseudo strike
183.34
IV
33.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
186.36
IV
27.9%
B/E move
1.9%
Puts
Pseudo strike
184.41
IV
34.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
185.44
IV
27.6%
B/E move
1.7%
Puts
Pseudo strike
185.50
IV
34.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
184.49
IV
27.8%
B/E move
1.4%
Puts
Pseudo strike
186.62
IV
34.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
183.53
IV
28.5%
B/E move
1.2%
Puts
Pseudo strike
187.81
IV
34.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
182.56
IV
29.3%
B/E move
1.1%
Puts
Pseudo strike
189.26
IV
36.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
181.39
IV
29.9%
B/E move
0.9%
Puts
Pseudo strike
190.59
IV
37.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
180.21
IV
30.5%
B/E move
0.7%
Puts
Pseudo strike
191.78
IV
35.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
178.01
IV
35.1%
B/E move
0.6%
Puts
Pseudo strike
193.01
IV
33.9%
B/E move
0.4%

Options history

IV · four-Friday blend26.49%
Daily close
MMM19.5%34.7%50.0%2026-08-10: 24.26%2026-08-11: 22.38%2026-08-12: 23.67%2026-08-13: 24.28%2026-08-14: 21.59%2026-08-17: 23.28%2026-08-18: 23.56%2026-08-19: 23.77%2026-08-20: 24.88%2026-08-21: 22.44%2026-08-24: 23.12%2026-08-25: 22.95%2026-08-26: 21.67%2026-08-27: 22.20%2026-08-28: 21.65%2026-08-31: 23.01%2026-09-01: 23.02%2026-09-02: 23.71%2026-09-03: 22.09%2026-09-04: 21.70%2026-09-08: 25.40%2026-09-09: 25.93%2026-09-10: 25.77%2026-09-11: 24.33%2026-09-14: 25.75%2026-09-15: 27.90%2026-09-16: 28.41%2026-09-17: 27.18%2026-09-18: 23.80%2026-09-21: 25.17%2026-09-22: 26.37%2026-09-23: 24.47%2026-09-24: 27.61%2026-09-25: 24.29%2026-09-28: 26.14%2026-09-29: 27.26%2026-09-30: 28.73%2026-10-01: 27.82%2026-10-02: 27.96%2026-10-05: 29.47%2026-10-06: 31.16%2026-10-07: 30.54%2026-10-08: 33.39%2026-10-09: 32.42%2026-10-12: 34.27%2026-10-13: 36.39%2026-10-14: 46.22%2026-10-15: 40.76%2026-10-16: 42.75%2026-10-19: 47.88%2026-10-20: 31.65%2026-10-21: 28.99%2026-10-22: 31.00%2026-10-23: 27.26%2026-10-26: 27.95%2026-10-27: 27.94%2026-10-28: 28.51%2026-10-29: 27.72%2026-10-30: 26.49%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.26%
22.38%
23.67%
24.28%
21.59%
23.28%
23.56%
23.77%
24.88%
22.44%
23.12%
22.95%
21.67%
22.20%
21.65%
23.01%
23.02%
23.71%
22.09%
21.70%
25.40%
25.93%
25.77%
24.33%
25.75%
27.90%
28.41%
27.18%
23.80%
25.17%
26.37%
24.47%
27.61%
24.29%
26.14%
27.26%
28.73%
27.82%
27.96%
29.47%
31.16%
30.54%
33.39%
32.42%
34.27%
36.39%
46.22%
40.76%
42.75%
47.88%
31.65%
28.99%
31.00%
27.26%
27.95%
27.94%
28.51%
27.72%
26.49%