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StoneCo Ltd STNE 7.72 -0.13 -1.66%

Previous-day view · Thu Nov 12 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 12, 2026 close · $7.72
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$0.21 $7.50 – $7.93 $7.46 – $7.98 $7.25 – $8.18
2 sessions ±3.9% ±$0.30 $7.42 – $8.02 $7.35 – $8.08 $7.07 – $8.37
3 sessions ±4.9% ±$0.38 $7.34 – $8.10 $7.27 – $8.17 $6.91 – $8.52
1 week ±6.2% ±$0.48 $7.24 – $8.20 $7.13 – $8.31 $6.69 – $8.74
2 weeks ±8.8% ±$0.67 $7.04 – $8.39 $6.88 – $8.55 $6.28 – $9.16
3 weeks ±10.8% ±$0.84 $6.88 – $8.56 $6.68 – $8.76 $5.95 – $9.49
1 month ±12.9% ±$0.99 $6.72 – $8.71 $6.47 – $8.96 $5.61 – $9.83
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. STNE reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.62%
Average actual move
6.25%
Beyond the implied move
1 / 5
Median IV change
-32.60%
Reaction session Implied Actual Used ATM IV before → after
August 14, 2026 ±11.00% -6.65% 0.60× —
May 15, 2026 ±10.31% -0.93% 0.09× 67.0% → 47.9%
August 08, 2025 ±8.52% +6.96% 0.82× —
May 09, 2025 ±8.15% -1.16% 0.14× 64.1% → 40.6%
March 19, 2025 ±10.15% +15.53% 1.53× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →