The stadium is somewhat further uphill. Just follow the path that climbs the hill to the left of the theatre. Eventually, you will find the stadium since there is no way to veer off the path. Feel free to find a favorite spot and listen to the stories under the cooling shade of the pine trees. In case access to the stadium is not granted for any reason, you can stand in the previous spot and listen to the stories.
As seen on
Delphi: the Google of the ancient world