Out in the first group of the day from the 10th tee at 6.55 a.m., less than an hour after sunrise, the young South African compiled a tidy two-under-par 68.
He trailed leader Gary Woodland by four strokes on a course that has been a happy hunting ground for South African-born players.
The only two previous majors here were won by Gary Player (1965 U.S. Open) and Nick Price (1992 PGA Championship).
"I'm a morning person," Stone told Reuters, before having a friendly dig at his caddie Teagan Moore who was standing nearby.
"Teagan's not a morning person. It was kind of 'wake the dead' this morning. He was not happy. I think he opened his yardage book for the first time on the fourth hole.
"It was good fun. Golf that early in the morning is so beautiful. We had perfect weather for the first nine holes, not a breath of wind. It was just spectacular out there, really enjoyed it."
Stone, 25, is one of his country's brightest talents, the full extent of his ability on display at last month's Scottish Open, where he carded a final-round 60 for a four-stroke victory.
Though he missed a short putt on the last to squander a chance of becoming the first man to shoot 59 on the European Tour, his emphatic victory over a star-studded field was a coming out party.
Stone started the following week's British Open nicely with a 68 before fading over the next three rounds and finishing equal 61st.
This weekend he hopes to carry his form deeper into a major championship.
Stone said he was receiving a lot of support in the form of text messages from back home, not only from golfers but also cricketers and rugby players.
"It's really nice to know that even though we're seven time zones away people are cheering us on."
Stone's lofty halfway position ensures he will have a much later tee time on Saturday, not that he would object to getting out early again.
"I've played on the (South African) Sunshine Tour a few times. We go out a lot earlier. I've had a 6.15 tee time.
"That was nice, got done and then had breakfast."
(Reporting by Andrew Both; Editing by Ian Ransom)
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