Are you sure all the packing material is removed, nothing overlooked somewhere? You didn't say if it's an electric range, or gas perhaps with a lower broiler drawer.

It is an electric range with a lower storage drawer. We tried to check for packing material everywhere, nothing is obvious. It was intalled by the delivery service. Could we have missed anything -- I know they say the plastic packing ties can cause this but we can't find any.

I moved into a new home with a Whirlpool gas range and found the smell nauseating when running the oven, though not quite as bad as yours sounds. Eventually it went away, but it took a month or two, and I ran the vent hood while using the oven to help suck away the smell. Hope it gets better for you soon.

Thanks! Glad your oven's smell went away eventually. Amazing that it took so long!