It is difficult to find a commercial fish stock, although some fish markets may offer a frozen stock. Seek out heads and bones at the fish counter of your grocery store.
Rinse fish bones in cold water. Place in a nonaluminum stockpot with wine, onions, leeks, celery, garlic, parsley, thyme and bay leaf. Add enough cold water to cover, about 3 1/2 quarts. Bring just to a boil. Reduce heat to low, skim off any foam and simmer, uncovered, for 30 to 35 minutes, skimming occasionally.
Strain stock through a fine sieve.
To make ahead: Cover and refrigerate for 2 days or freeze for up to 6 months.
Nutrition Note: After straining and skimming, broth has negligible calories and nutrients.