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StoneCo Ltd. Class A Common Shares STNE

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T02:03:43.182Z

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 · 2026-11-12T00:59:32.931308426Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:56:41.925551+00:00

Share price$7.88
1D-0.9%
AH$7.77$7.85$7.93$8.00$8.085:30 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$0.09$0.49$0.89$1.30$1.70$6.58$7.17$7.75$8.33$8.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STNE spot · $7.88STNE PRICE$0.17$0.23$0.29$0.35$0.41$0.46$0.52$0.58$0.73$1.15$1.58$0.14$0.17$0.21$0.28$0.37$0.46$0.54$0.63$0.72$0.80$0.94$1.10$1.27
PutsExpensive1.40×
Calls——
Skew——
Implied moveBearish±$0.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.0283.0%12.5%
25Δ7.2282.9%10.6%
30Δ8.4878.8%9.9%7.4182.8%8.6%
35Δ8.3478.8%8.9%7.5783.8%7.5%
40Δ8.2279.0%8.0%7.7185.3%6.8%
45Δ8.0979.2%7.1%7.8686.7%6.0%
50Δ7.9679.4%6.2%8.0088.2%5.3%
55Δ7.8379.6%5.3%8.1489.7%4.6%
60Δ7.7079.7%4.4%8.2991.1%3.8%
65Δ7.5779.9%3.5%8.4392.6%3.1%
70Δ7.3686.4%2.7%8.6291.3%2.5%
75Δ6.91112.8%2.4%8.8289.2%2.0%
80Δ6.46139.2%2.2%9.0287.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.02
IV
83.0%
B/E move
12.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.22
IV
82.9%
B/E move
10.6%

30Δ

Calls
Pseudo strike
8.48
IV
78.8%
B/E move
9.9%
Puts
Pseudo strike
7.41
IV
82.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
8.34
IV
78.8%
B/E move
8.9%
Puts
Pseudo strike
7.57
IV
83.8%
B/E move
7.5%

40Δ

Calls
Pseudo strike
8.22
IV
79.0%
B/E move
8.0%
Puts
Pseudo strike
7.71
IV
85.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
8.09
IV
79.2%
B/E move
7.1%
Puts
Pseudo strike
7.86
IV
86.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
7.96
IV
79.4%
B/E move
6.2%
Puts
Pseudo strike
8.00
IV
88.2%
B/E move
5.3%

55Δ

Calls
Pseudo strike
7.83
IV
79.6%
B/E move
5.3%
Puts
Pseudo strike
8.14
IV
89.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
7.70
IV
79.7%
B/E move
4.4%
Puts
Pseudo strike
8.29
IV
91.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
7.57
IV
79.9%
B/E move
3.5%
Puts
Pseudo strike
8.43
IV
92.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
7.36
IV
86.4%
B/E move
2.7%
Puts
Pseudo strike
8.62
IV
91.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
6.91
IV
112.8%
B/E move
2.4%
Puts
Pseudo strike
8.82
IV
89.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
6.46
IV
139.2%
B/E move
2.2%
Puts
Pseudo strike
9.02
IV
87.1%
B/E move
1.5%

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%