The finalists, announced Thursday, are the top three in voting by the Professional Hockey Writers' Association. The winner will be announced at the NHL awards ceremony June 24 in Las Vegas.
Gaudreau had 24 goals and 40 assists in 80 regular-season games for Calgary this season. The former Boston College star was a fourth-round pick in 2011.
Stone had 26 goals and 38 assists in 80 games for Ottawa. He was drafted in the sixth round in 2010.
Ekblad, the No. 1 overall pick in 2014, had 12 goals and 27 assists in 81 games for Florida.