We will construct some new examples of steady gradient Ricci solitons with positive curvature operator. Moreover, for any 3D steady gradient Ricci soliton with positive curvature, if it is asymptotic to a ray we provethat it must be isometric to the Bryant soliton. Otherwise, it is asymptotic to a sector and called a flying wing. We show that all flying wings are O(2)-symmetric. Hence, we prove all 3D steady gradient Ricci solitons are O(2)-symmetric.