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StoneCo Ltd. Class A Common Shares STNE

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-04T04:24:30.292Z

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

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 · 2026-11-04T00:49:26.374552668Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:24:29.886292+00:00

Share price$7.42
1D-2.9%
AH$7.35$7.43$7.51$7.58$7.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTNE
Sold putSold callAH

StoneCo Ltd. Class A Common Shares options

Live interpolated STNE call and put midpoint premiums by absolute delta.StoneCo Ltd. Class A Common Shares$0.10$0.49$0.88$1.27$1.66$2.41$5.11$7.82$10.53$13.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STNE spot · $7.42STNE PRICE$0.16$0.21$0.25$0.30$0.34$0.39$0.49$0.60$0.72$0.84$0.95$0.14$0.20$0.25$0.30$0.36$0.41$0.49$0.63$0.76$0.90$1.04$1.18$1.55
PutsCheap0.29×
Calls——
Skew——
Implied moveBearish±$0.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.5969.3%13.0%
25Δ8.3569.0%14.7%6.7568.9%11.7%
30Δ8.1868.3%13.0%6.9068.5%10.3%
35Δ8.0167.7%11.4%7.0568.2%9.0%
40Δ7.8567.0%9.8%7.2167.8%7.7%
45Δ7.6866.4%8.2%7.3667.5%6.3%
50Δ7.5165.7%6.5%7.5267.7%5.2%
55Δ7.3567.3%5.6%7.7169.6%4.6%
60Δ7.1869.6%4.9%7.8971.4%3.9%
65Δ7.0172.0%4.3%8.0773.2%3.3%
70Δ6.8574.3%3.6%8.2575.1%2.7%
75Δ6.6876.7%2.9%8.4476.9%2.1%
80Δ8.8482.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
69.3%
B/E move
13.0%

25Δ

Calls
Pseudo strike
8.35
IV
69.0%
B/E move
14.7%
Puts
Pseudo strike
6.75
IV
68.9%
B/E move
11.7%

30Δ

Calls
Pseudo strike
8.18
IV
68.3%
B/E move
13.0%
Puts
Pseudo strike
6.90
IV
68.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
8.01
IV
67.7%
B/E move
11.4%
Puts
Pseudo strike
7.05
IV
68.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
7.85
IV
67.0%
B/E move
9.8%
Puts
Pseudo strike
7.21
IV
67.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
7.68
IV
66.4%
B/E move
8.2%
Puts
Pseudo strike
7.36
IV
67.5%
B/E move
6.3%

50Δ

Calls
Pseudo strike
7.51
IV
65.7%
B/E move
6.5%
Puts
Pseudo strike
7.52
IV
67.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
7.35
IV
67.3%
B/E move
5.6%
Puts
Pseudo strike
7.71
IV
69.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
7.18
IV
69.6%
B/E move
4.9%
Puts
Pseudo strike
7.89
IV
71.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
7.01
IV
72.0%
B/E move
4.3%
Puts
Pseudo strike
8.07
IV
73.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
6.85
IV
74.3%
B/E move
3.6%
Puts
Pseudo strike
8.25
IV
75.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
6.68
IV
76.7%
B/E move
2.9%
Puts
Pseudo strike
8.44
IV
76.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.84
IV
82.8%
B/E move
1.6%

Options history

IV · four-Friday blend56.91%
Daily EOD
STNE52.5%61.9%71.3%2026-10-19: 59.12%2026-10-20: 54.96%2026-10-21: 63.82%2026-10-22: 64.80%2026-10-23: 69.97%2026-10-26: 55.27%2026-10-27: 53.78%2026-10-28: 56.79%2026-10-29: 56.57%2026-10-30: 56.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.12%
54.96%
63.82%
64.80%
69.97%
55.27%
53.78%
56.79%
56.57%
56.91%