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

Implied ±44.3%, either direction.

AMTXNasdaqIndustrial Organic Chemicals

Aemetis, Inc (AMTX) earnings date, market-implied expected move, and options open interest by expiry

1.26

pre 1.31 +4.80%

Pre-market04:20 ETdelayed

Open1.31Volume1.7MMkt cap$90.2MEPS-0.86

Day1.31 – 1.3150%52-wk1.11 – 3.807%

AMTX

Aemetis, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±44.3%implied · straddle

0.641.66

spot 1.15exp Nov 20ATM strike 1ATM straddle 0.60IV 330%

Nov 3 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

+5.16%

vs ±30.1% implied · ×0.17

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+71.81%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

89 managers

Top fund weight

0.00%

AMTX weight · IWM

N-PORTJun 30 '26

3 funds

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

Aemetis (AMTX) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±30.1%▲+5.16%×0.17

quarterimplied−35%0+35%realized×

Q2 FY26±30.1%▲+5.16%×0.17

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.10OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

7170%Nov 2015d7,4350%

0—Dec 1843d0.001000%0.00

1,5750%Jan 1571d0.1016,1500%0.10

2110%Apr 16162d0.316710%0.31

ExpiryPutsCallsP/C

Nov 2015d7170%7,4350%0.10

Dec 1843d0—1000%0.00

Jan 1571d1,5750%16,1500%0.10

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

Positioning

Linked exposure

scenario · straddle±44.3%

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

−14.94%as filednet margin · revenue +14.80% QoQ · +20.02% YoY

Revenue$63M+14.80%

Gross profit$14M21.56%+390.38%

Operating income$6M9.21%+191.13%

Pre-tax income−$9M+57.12%

Net income−$9M−14.94%+56.86%

Cost of revenue$49M−5.16%

Operating expenses$8M−14.84%

Tax$0+100.00%

Other expense−$15M+2.38%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 04:15 ET

Intraday

Event sensitivity

PCE ×1.25· ±5.1% vs ±4.1% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±5.1%8 of 19×1.25

GDPgross domestic product±4.8%10 of 19×1.17

CPROFcorporate profits±4.6%6 of 12×1.13

FOMCrate decision±4.2%12 of 24×1.03

NFPjobs report±4.1%4 of 10×1.00

CPIconsumer prices±3.7%4 of 10×0.91

PPIproducer prices±3.5%3 of 10×0.87

Bar = avg |move| to ±6% · tick = ±4.1% avg day · ×base = |move| ÷ ±4.1% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.13	—
Q1 FY26	—	-0.33	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod