This paper expands the two-dimensional control laws for agile turn of air-to-air missile during initial boost phase to three-dimensions. Optimal solution for agile turn is obtained in vector form using optimal control theory with simplified Pseudo-spectral missile dynamics model. Both cases with and without analytical solution are reviewed. Collision triangle conditions are obtained from vector geometry. The performance of proposed initial guidance is compared with Proportional Navigation Guidance law under different engagement geometries. Simulations verify that proposed method yields improved results.