StoneCo Ltd. (STNE) Options History
Historical options analytics archive for STNE with monthly max pain, implied volatility, gamma exposure, and put/call data.
87 months of complete options data available.
STNE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STNE. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 13 | 50.1% | 23.2% | $14.47 | -$451.4K | $17.3M | 1.06 |
| 2026-05 | 19 | 63.3% | 45.4% | $14.47 | -$566.8K | $12.3M | 0.78 |
| 2026-04 | 17 | 59.7% | 53.6% | $12.47 | -$362.8K | $31.1M | 0.57 |
| 2026-03 | 19 | 56.8% | 48.8% | $14.00 | -$43.7K | $11.3M | 0.57 |
| 2026-02 | 19 | 59.9% | 53.9% | $16.00 | $1.7M | -$45.8M | 1.05 |
| 2026-01 | 20 | 45.0% | 29.2% | $15.00 | $1.6M | -$45.8M | 0.24 |
This archive aggregates STNE's daily end-of-day options snapshots into monthly summaries, spanning 2019-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how STNE option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 50.1%, a month-end max-pain strike around $14.47, an average put/call ratio of 1.06.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked STNE history questions
- How much options history is available for STNE?
- This archive holds 87 months of STNE options analytics, spanning 2019-04 through 2026-06. Each entry is a monthly rollup of STNE's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the STNE archive.
- What data does each monthly STNE aggregate contain?
- Every monthly row summarizes that month of STNE option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 50.1%, an average IV rank of 23.2%, a month-end max-pain strike around $14.47, an average put/call ratio of 1.06.
- How is the STNE options-history archive built and how often does it update?
- The archive is derived from STNE's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how STNE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.