Can I change the opacity of a shape stroke ?

I was wrong there is a way. Stroke the shape with a custom gradient. Here I created a custom red gradient that goes from 50% opacity to 50% opacity.

Method 1:
     Step 1 :Make one shape layer without stroke
     Step 2 :duplicate the same layer by pressing Ctrl (or command)+J,
     Step 3 :Now select no fill for duplicated object and add desired stroke to the object, now you can easily change opacity of duplicate layer with stroke.

Method 2 :
Right click on the layer. Blending options> add stroke and adjust opacity.

JJMack - that is true, but creating it in it's own layer gives you the ability to change the opacity = work around.

Place your stroke in it's own layer - however you want to make the stroke. Then you can change the opacity of the layer.

anabelh wrote: anyone ?!

I don't understand the question but I thought in CS6 you could adjust the opacity.  See this picture:

Not Directly. Will a Layer Style be OK for what you want? Or A stroked Path?