Options/ALTO

ALTOAlto Ingredients, Inc. Common Stock

Options Analysis Report•INDUSTRIAL ORGANIC CHEMICALS

Market Cap $316M|NASDAQ

● 2026-08-31$4.07

BULLISH

Analysis: 2026-08-28 EOD data

1Y +260.2%YTD +53.0%7D -2.9%

Options Vol

175

30D

Implied Move

±15.6%

IV Rank

20%

ALTO Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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ALTO Gamma Walls

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Value

Is IV priced right?

4.3

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks3/9 checks passed

IV Rank

≤35%

IV Rank 91.5% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.15x — IV premium over HV

Sector Relative≤50%

Sector percentile 93% — above sector median

Term Structure

<1.1x

Front/Back 0.64x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 76.2% — normal range

Spread-Adjusted Value

<80%

Effective IV 119.9% (ATM 76.2% + spread 21.8% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 34.17% (spread 21.84% + slippage 12.33%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.27 (vega 0.580 / spread 21.84%) — spread drag

Sentiment

Bullish or bearish?

5.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -30%, Raw: -34%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -30% (bearish) — Raw: -34%

OI Skew Magnitude

≥15%

|OI skew| 82.8% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +96.6%, OI skew +82.8% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +100%, ATM: -100%, OTM: -39% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 4% — very bullish vs sector

Activity

Unusual activity?

3.6

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.1x avg — normal

Turnover Rate

≥15%

Vol/OI 0.7% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +2.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 20% — quiet vs sector

Trade Quality

≥30%

Large trade volume 57% — heavy institutional

Execution Urgency

≥60%

Aggressive execution 65% — urgent

Flow Conviction

≥30

Conviction -30 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.7

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed

Tradeable Spread

≤5.0%

Spread 21.8% — wide

Adequate OI

≥10,000

OI 26,497 — adequate

Active Volume

≥500

Volume 175/day — thin

Reasonable Cost

≤$0.50

$1.09 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 96% — much wider than sector

Order Book Depth

≥100 contracts

Depth 985.8 contracts (bid:748.0 ask:237.8) — deep

Execution Quality

<1.0%

Avg slippage 12.33% — poor

Timing

Is now a good time?

7.3

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -35.7% — contango

IV Percentile Clarity

<30 or >70

IV percentile 92% — seller opportunity

Event Detection

≥10pts kink

IV kink -28.3pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 109.38 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -30% @ 64% consistency — moderate (bearish)

Smart Money Timing

≥40 composite score

Score 87 (ITM 20% + inst 57%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls5.9

bullishIV fair, mixed flow

Long Puts4.6

bearishIV fair, mixed flow

Premium Sellers

Cash-Secured Put5.3

bullishIV fair, mixed flow

Covered Call4.9

bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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