Pre-market
⌘K
Sign in Sign up

StoneCo Ltd STNE 7.49 -0.2 -2.6%

Previous-day view · Thu Nov 5 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 05, 2026 close · $7.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.18 $7.32 – $7.68 $7.29 – $7.72 $7.12 – $7.89
2 sessions ±3.3% ±$0.25 $7.25 – $7.75 $7.20 – $7.80 $6.97 – $8.04
3 sessions ±4.2% ±$0.32 $7.19 – $7.82 $7.13 – $7.88 $6.84 – $8.17
1 week ±5.3% ±$0.40 $7.10 – $7.90 $7.02 – $7.99 $6.65 – $8.35
2 weeks ±7.5% ±$0.56 $6.94 – $8.06 $6.81 – $8.19 $6.31 – $8.69
3 weeks ±9.2% ±$0.69 $6.81 – $8.19 $6.64 – $8.36 $6.04 – $8.96
1 month ±11.0% ±$0.83 $6.68 – $8.33 $6.47 – $8.53 $5.76 – $9.25
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 6 sessions; 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
±9.75%
Average actual move
6.80%
Beyond the implied move
1 / 6
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× —
November 13, 2024 ±10.35% -9.58% 0.93× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →