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StoneCo Ltd. Class A Common Shares STNE

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Market datapartial · fetched 2026-10-22T22:09:37.512Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:05:44.453284314Z

FundamentalsAlpha Vantage · unavailable

Share price$11.10
1D-3.4%
AH$11.01$11.13$11.25$11.36$11.485:30 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$0.11$2.13$4.16$6.18$8.20$7.32$9.42$11.52$13.62$15.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STNE spot · $11.10STNE PRICE$0.33$0.81$1.07$0.76$0.68$0.79$0.91$1.12$1.33$1.55$1.87$2.19$2.87$0.37$0.48$0.60$0.72$0.89$1.07$1.24$1.48$1.71$2.12$3.20$3.24$7.62
PutsExpensive1.68×
CallsExpensive1.40×
SkewBullish-26.68 pp
Implied moveBearish±$2.16
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.01106.3%38.2%9.2591.3%20.0%
25Δ22.11231.1%106.5%9.6790.3%17.3%
30Δ20.94251.6%98.3%10.0687.5%14.8%
35Δ14.50134.1%37.5%10.4584.8%12.4%
40Δ12.2186.0%16.1%10.7984.8%10.9%
45Δ11.8384.9%13.7%11.1284.9%9.4%
50Δ11.4584.0%11.4%11.4685.0%8.0%
55Δ11.1087.6%10.1%11.8284.7%6.8%
60Δ10.7691.2%8.9%12.1884.4%5.7%
65Δ10.4095.1%7.7%12.6988.0%4.7%
70Δ9.96100.4%6.6%13.81107.6%4.5%
75Δ9.51105.7%5.5%13.9899.4%3.3%
80Δ8.77125.3%4.9%18.32163.8%3.6%

20Δ

Calls
Pseudo strike
15.01
IV
106.3%
B/E move
38.2%
Puts
Pseudo strike
9.25
IV
91.3%
B/E move
20.0%

25Δ

Calls
Pseudo strike
22.11
IV
231.1%
B/E move
106.5%
Puts
Pseudo strike
9.67
IV
90.3%
B/E move
17.3%

30Δ

Calls
Pseudo strike
20.94
IV
251.6%
B/E move
98.3%
Puts
Pseudo strike
10.06
IV
87.5%
B/E move
14.8%

35Δ

Calls
Pseudo strike
14.50
IV
134.1%
B/E move
37.5%
Puts
Pseudo strike
10.45
IV
84.8%
B/E move
12.4%

40Δ

Calls
Pseudo strike
12.21
IV
86.0%
B/E move
16.1%
Puts
Pseudo strike
10.79
IV
84.8%
B/E move
10.9%

45Δ

Calls
Pseudo strike
11.83
IV
84.9%
B/E move
13.7%
Puts
Pseudo strike
11.12
IV
84.9%
B/E move
9.4%

50Δ

Calls
Pseudo strike
11.45
IV
84.0%
B/E move
11.4%
Puts
Pseudo strike
11.46
IV
85.0%
B/E move
8.0%

55Δ

Calls
Pseudo strike
11.10
IV
87.6%
B/E move
10.1%
Puts
Pseudo strike
11.82
IV
84.7%
B/E move
6.8%

60Δ

Calls
Pseudo strike
10.76
IV
91.2%
B/E move
8.9%
Puts
Pseudo strike
12.18
IV
84.4%
B/E move
5.7%

65Δ

Calls
Pseudo strike
10.40
IV
95.1%
B/E move
7.7%
Puts
Pseudo strike
12.69
IV
88.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
9.96
IV
100.4%
B/E move
6.6%
Puts
Pseudo strike
13.81
IV
107.6%
B/E move
4.5%

75Δ

Calls
Pseudo strike
9.51
IV
105.7%
B/E move
5.5%
Puts
Pseudo strike
13.98
IV
99.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
8.77
IV
125.3%
B/E move
4.9%
Puts
Pseudo strike
18.32
IV
163.8%
B/E move
3.6%

Options history

No recorded observations