What move does the options market price into Alto Ingredients's report?

Implied ±11.7%, either direction.

ALTONasdaqIndustrial Organic Chemicals

Alto Ingredients, Inc. (ALTO) earnings date, market-implied expected move, and options open interest by expiry

3.55

+0.05 · +1.46%

post 3.57 +0.54%

After hours16:35 ETdelayed

Open3.50Volume839,010Mkt cap$273.6MP/E5.33EPS0.67

Day3.47 – 3.57100%52-wk1.01 – 6.1150%

ALTO

Alto Ingredients, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.7%implied · report alone

3.143.96

straddle ±15.6%

spot 3.55exp Nov 20ATM strike 3.5ATM straddle 0.65IV 107%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−10.77%

vs ±16.2% implied · ×0.67

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+39.68%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

133 managers

Top fund weight

0.01%

ALTO weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Alto Ingredients (ALTO) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±16.2%▼−10.77%×0.67

quarterimplied−20%0+20%realized×

Q2 FY26±16.2%▼−10.77%×0.67

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.01OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

660%Nov 2017d5,175+14%

10%Dec 1845d0.10100%0.10

1,914+18%Jan 1573d0.1810,3650%0.18

1,606+7%Apr 16164d0.682,3760%0.68

ExpiryPutsCallsP/C

Nov 2017d660%5,175+14%0.01

Dec 1845d10%100%0.10

Jan 1573d1,914+18%10,3650%0.18

Apr 16164d1,606+7%2,3760%0.68

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

4.76%as filednet margin · revenue +9.35% QoQ · +12.48% YoY

Revenue

$246M+9.35% QoQ

Gross profit

$17M+80.45% QoQ

6.77% margin

Operating income

$9M+242.02% QoQ

3.51% margin

Pre-tax income

$12M+173.96% QoQ

Net income

$12M+173.96% QoQ

4.76% margin

Cost of revenue

$229M+6.31% QoQ

Operating expenses

$8M+19.67% QoQ

Other income

$3M+76.01% QoQ

Revenue$246M+9.35%

Gross profit

$17M+80.45%

6.77% margin

Operating income

$9M+242.02%

3.51% margin

Pre-tax income

$12M+173.96%

Net income

$12M+173.96%

4.76% margin

Cost of revenue

$229M+6.31%

Operating expenses

$8M+19.67%

Other income$3M+76.01%

Tax$0

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:30 ET

Intraday

Event sensitivity

CPI ×1.31· ±4.2% vs ±3.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±4.2%4 of 10×1.31

FOMCrate decision±3.7%8 of 24×1.17

CPROFcorporate profits±3.6%7 of 12×1.12

GDPgross domestic product±3.2%8 of 19×0.99

NFPjobs report±3.1%4 of 10×0.96

PPIproducer prices±3.0%2 of 10×0.96

PCEpersonal income & outlays±2.5%6 of 19×0.79

Bar = avg |move| to ±5% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS 0.15 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.15	—
Q1 FY26	—	0.05	—
Q3 FY25	—	0.19	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod