Wash the okra in cool water. Remove the caps and tips and cut the pods into 1/4-inch rounds. Heat the oil in a large pot over medium-high heat. Fry the okra, stirring constantly, for 10 to 12 minutes, or until most of the slime disappears.

Add the tomatoes, onions, celery, bell pepper, and green onion and cook, stirring often, for 18 to 20 minutes, or until the okra and other vegetables are soft and the slime has completely disappeared. Add the salt, cayenne, bay leaves, and stock. Stir and bring to a boil. Reduce the heat to medium and simmer, uncovered, for 15 minutes. Add the shrimp and cook, stirring occasionally, for 30 minutes.

Remove the bay leaves and serve the okra over hot white rice in wide, shallow bowls. Pass the hot sauce at the table.

Note:  You can also add a couple of blue crabs to the gumbo as it simmers -- it will add a richness. In Louisiana, we can find what is called Gumbo Crabs in the freezer section of the supermarket; these work well in soups and stews for adding flavor and richness.