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StoneCo Ltd STNE

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-23T02:30:07.024Z

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 · 2026-10-22T22:10:07.65778393Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:30:06.378459+00:00

Share price$11.06
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 options

Live interpolated STNE call and put midpoint premiums by absolute delta.StoneCo Ltd$0.16$1.80$3.45$5.10$6.75$7.40$9.48$11.56$13.63$15.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STNE spot · $11.06STNE PRICE$0.33$0.81$1.07$0.75$0.68$0.80$0.93$1.14$1.35$1.59$1.91$2.25$2.96$0.36$0.48$0.59$0.71$0.87$1.04$1.22$1.43$1.66$1.89$2.95$3.62$6.27
PutsExpensive1.62×
CallsExpensive1.42×
SkewBullish-32.01 pp
Implied moveBearish±$2.15
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.06108.4%39.2%9.2290.3%19.9%
25Δ22.11232.8%107.2%9.6489.4%17.1%
30Δ20.95253.6%99.2%10.0386.7%14.7%
35Δ14.31131.0%36.1%10.4183.9%12.3%
40Δ12.1987.3%16.4%10.7583.4%10.7%
45Δ11.8086.3%14.0%11.0883.4%9.3%
50Δ11.4285.9%11.7%11.4183.4%7.9%
55Δ11.0789.8%10.4%11.7583.0%6.7%
60Δ10.7293.7%9.1%12.1182.5%5.6%
65Δ10.3598.0%7.9%12.4682.0%4.5%
70Δ9.90103.8%6.8%13.55100.5%4.2%
75Δ9.44110.2%5.7%14.28108.6%3.6%
80Δ8.67131.9%5.2%17.00139.5%3.1%

20Δ

Calls
Pseudo strike
15.06
IV
108.4%
B/E move
39.2%
Puts
Pseudo strike
9.22
IV
90.3%
B/E move
19.9%

25Δ

Calls
Pseudo strike
22.11
IV
232.8%
B/E move
107.2%
Puts
Pseudo strike
9.64
IV
89.4%
B/E move
17.1%

30Δ

Calls
Pseudo strike
20.95
IV
253.6%
B/E move
99.2%
Puts
Pseudo strike
10.03
IV
86.7%
B/E move
14.7%

35Δ

Calls
Pseudo strike
14.31
IV
131.0%
B/E move
36.1%
Puts
Pseudo strike
10.41
IV
83.9%
B/E move
12.3%

40Δ

Calls
Pseudo strike
12.19
IV
87.3%
B/E move
16.4%
Puts
Pseudo strike
10.75
IV
83.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
11.80
IV
86.3%
B/E move
14.0%
Puts
Pseudo strike
11.08
IV
83.4%
B/E move
9.3%

50Δ

Calls
Pseudo strike
11.42
IV
85.9%
B/E move
11.7%
Puts
Pseudo strike
11.41
IV
83.4%
B/E move
7.9%

55Δ

Calls
Pseudo strike
11.07
IV
89.8%
B/E move
10.4%
Puts
Pseudo strike
11.75
IV
83.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
10.72
IV
93.7%
B/E move
9.1%
Puts
Pseudo strike
12.11
IV
82.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.35
IV
98.0%
B/E move
7.9%
Puts
Pseudo strike
12.46
IV
82.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
9.90
IV
103.8%
B/E move
6.8%
Puts
Pseudo strike
13.55
IV
100.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
9.44
IV
110.2%
B/E move
5.7%
Puts
Pseudo strike
14.28
IV
108.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
8.67
IV
131.9%
B/E move
5.2%
Puts
Pseudo strike
17.00
IV
139.5%
B/E move
3.1%

Options history

No recorded observations