There has been increasing progress toward detailed characterization of exoplanetary atmospheres, in both observations and theoretical methods. Improvements in observational facilities and data reduction and analysis techniques are enabling increasingly higher quality spectra, especially from ground-based facilities. The high data quality also necessitates concomitant improvements in models required to interpret such data. In particular, the detection of trace species such as metal oxides has been challenging. Extremely irradiated exoplanets (~3000 K) are expected to show oxides with strong absorption signals in the optical. However, there are only a few hot Jupiters where such signatures have been reported. Here we aim to characterize the atmosphere of the ultra-hot Jupiter WASP-33 b using two primary transits taken 18 orbits apart. Our atmospheric retrieval, performed on the combined data sets, provides initial constraints on the atmospheric composition of WASP-33 b. We report a possible indication of aluminum oxide (AlO) at 3.3-σ significance. The data were obtained with the long slit OSIRIS spectrograph mounted at the 10-m Gran Telescopio Canarias. We cleaned the brightness variations from the light curves produced by stellar pulsations, and we determined the wavelength-dependent variability of the planetary radius caused by the atmospheric absorption of stellar light. A simultaneous fit to the two transit light curves allowed us to refine the transit parameters, and the common wavelength coverage between the two transits served to contrast our results. Future observations with HST as well as other large ground-based facilities will be able to further constrain the atmospheric chemical composition of the planet.