I work as an independent contractor for a Big 5 Bank. I obtained the role through an agency and I receive payment from them. I worked the stat holiday on Thanksgiving. Am I entitled to the stat pay in addition to my regular pay for that day.

If you truly are an independant contractor, and not an employee, then the answer is no. However, I'd encourage you to give us a call at the number below and discuss your situation in more detail. It could be that, despite your 'contractor' status, the law may view you as an employee.