Oh yeah no down here has very good trout farming, so usually I get fresh trout from a local hatchery sometimes. Thanks for telling me about the gills, I would just have chucked the whole thing in there no questions asked.
Trout is also an oily fish, so be careful that the stock doesn't become greasy; you could probably skim some of it off but it may not get rid of the problem entirely. If you're looking for a base for creamy soups, this probably won't be a problem as you could emulsify the fats, but I would not recommend it for a clear stock base.