STNE Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-20(m), calls & puts

Expiration Date Avg IV

STNE Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is STNE's one-year implied volatility range?

Over the past year, StoneCo 30-day implied volatility ranged from 12.6% on Apr 24, 2026 to 197.2% on Oct 16, 2026.

How has STNE implied volatility changed recently?

StoneCo 30-day implied volatility went from 50.2% on Oct 7, 2026 to 59.0% on Nov 4, 2026. See the STNE implied volatility history for a longer view.

What is StoneCo Ltd?

StoneCo Ltd is a provider of financial technology solutions.

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