IntraAlpha
Create free account Start free

3M Company MMM

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-10-16T00:15:56.576Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002283653Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:55.983182+00:00

Share price$165.33
1D-0.3%
AH$164.40$165.08$165.77$166.45$167.135:30 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$1.22$6.03$10.84$15.65$20.47$143.44$153.99$164.54$175.09$185.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMM spot · $165.33MMM PRICE$1.74$2.32$2.93$3.65$4.41$5.22$6.08$6.99$8.25$9.51$11.13$12.86$14.80$2.12$2.78$3.59$4.41$5.40$6.39$7.60$8.85$10.39$12.09$14.48$17.11$19.08
PutsExpensive1.36×
CallsExpensive1.32×
SkewBearish+3.06 pp
Implied moveBearish±$13.68
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.1731.1%10.6%152.2634.5%9.2%
25Δ178.2931.2%9.2%155.3233.9%7.7%
30Δ175.5631.0%8.0%157.7733.9%6.7%
35Δ173.2331.1%7.0%160.2033.9%5.8%
40Δ171.0131.2%6.1%162.4533.9%5.0%
45Δ168.8731.2%5.3%164.6933.9%4.2%
50Δ166.8030.9%4.6%166.9433.9%3.6%
55Δ164.7330.7%3.9%169.1933.9%3.0%
60Δ162.6331.1%3.4%171.6034.1%2.5%
65Δ160.5331.5%2.8%174.1034.4%2.0%
70Δ158.1731.9%2.4%177.1835.5%1.6%
75Δ155.7232.3%2.0%180.4636.4%1.2%
80Δ153.1132.1%1.6%183.1634.8%0.8%

20Δ

Calls
Pseudo strike
181.17
IV
31.1%
B/E move
10.6%
Puts
Pseudo strike
152.26
IV
34.5%
B/E move
9.2%

25Δ

Calls
Pseudo strike
178.29
IV
31.2%
B/E move
9.2%
Puts
Pseudo strike
155.32
IV
33.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
175.56
IV
31.0%
B/E move
8.0%
Puts
Pseudo strike
157.77
IV
33.9%
B/E move
6.7%

35Δ

Calls
Pseudo strike
173.23
IV
31.1%
B/E move
7.0%
Puts
Pseudo strike
160.20
IV
33.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
171.01
IV
31.2%
B/E move
6.1%
Puts
Pseudo strike
162.45
IV
33.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
168.87
IV
31.2%
B/E move
5.3%
Puts
Pseudo strike
164.69
IV
33.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
166.80
IV
30.9%
B/E move
4.6%
Puts
Pseudo strike
166.94
IV
33.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
164.73
IV
30.7%
B/E move
3.9%
Puts
Pseudo strike
169.19
IV
33.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
162.63
IV
31.1%
B/E move
3.4%
Puts
Pseudo strike
171.60
IV
34.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
160.53
IV
31.5%
B/E move
2.8%
Puts
Pseudo strike
174.10
IV
34.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
158.17
IV
31.9%
B/E move
2.4%
Puts
Pseudo strike
177.18
IV
35.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
155.72
IV
32.3%
B/E move
2.0%
Puts
Pseudo strike
180.46
IV
36.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
153.11
IV
32.1%
B/E move
1.6%
Puts
Pseudo strike
183.16
IV
34.8%
B/E move
0.8%