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O-I Glass, Inc. OI

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-11-07T07:26:58.274Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.001768073Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T07:26:57.772052+00:00

Share price$5.17
1D-0.8%
AH$5.13$5.16$5.19$5.22$5.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOI
Sold putSold callAH

O-I Glass, Inc. options

Live interpolated OI call and put midpoint premiums by absolute delta.O-I Glass, Inc.$0.06$0.29$0.52$0.75$0.98$3.42$4.26$5.11$5.95$6.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OI spot · $5.17OI PRICE$0.08$0.11$0.14$0.16$0.19$0.22$0.25$0.27$0.30$0.35$0.54$0.73$0.92$0.14$0.14$0.14$0.15$0.21$0.29$0.36$0.44$0.51$0.58$0.66$0.73$0.81
PutsCheap0.57×
CallsCheap0.77×
SkewBearish+9.12 pp
Implied moveBearish±$0.61
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.9778.4%17.1%3.84172.2%28.4%
25Δ5.8676.2%15.5%4.21136.4%21.3%
30Δ5.7574.0%13.9%4.58100.5%14.3%
35Δ5.6471.8%12.3%4.9564.7%7.2%
40Δ5.5369.6%10.7%5.0960.6%5.7%
45Δ5.4267.5%9.1%5.1961.9%5.2%
50Δ5.3165.3%7.6%5.2963.2%4.6%
55Δ5.2063.1%6.0%5.3964.4%4.1%
60Δ5.1060.9%4.4%5.5065.7%3.5%
65Δ4.9760.6%3.0%5.6067.0%3.0%
70Δ4.7773.5%2.7%5.7068.3%2.5%
75Δ4.5686.4%2.4%5.8069.5%1.9%
80Δ4.3699.3%2.1%5.9170.8%1.4%

20Δ

Calls
Pseudo strike
5.97
IV
78.4%
B/E move
17.1%
Puts
Pseudo strike
3.84
IV
172.2%
B/E move
28.4%

25Δ

Calls
Pseudo strike
5.86
IV
76.2%
B/E move
15.5%
Puts
Pseudo strike
4.21
IV
136.4%
B/E move
21.3%

30Δ

Calls
Pseudo strike
5.75
IV
74.0%
B/E move
13.9%
Puts
Pseudo strike
4.58
IV
100.5%
B/E move
14.3%

35Δ

Calls
Pseudo strike
5.64
IV
71.8%
B/E move
12.3%
Puts
Pseudo strike
4.95
IV
64.7%
B/E move
7.2%

40Δ

Calls
Pseudo strike
5.53
IV
69.6%
B/E move
10.7%
Puts
Pseudo strike
5.09
IV
60.6%
B/E move
5.7%

45Δ

Calls
Pseudo strike
5.42
IV
67.5%
B/E move
9.1%
Puts
Pseudo strike
5.19
IV
61.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
5.31
IV
65.3%
B/E move
7.6%
Puts
Pseudo strike
5.29
IV
63.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
5.20
IV
63.1%
B/E move
6.0%
Puts
Pseudo strike
5.39
IV
64.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
5.10
IV
60.9%
B/E move
4.4%
Puts
Pseudo strike
5.50
IV
65.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
4.97
IV
60.6%
B/E move
3.0%
Puts
Pseudo strike
5.60
IV
67.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
4.77
IV
73.5%
B/E move
2.7%
Puts
Pseudo strike
5.70
IV
68.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
4.56
IV
86.4%
B/E move
2.4%
Puts
Pseudo strike
5.80
IV
69.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
4.36
IV
99.3%
B/E move
2.1%
Puts
Pseudo strike
5.91
IV
70.8%
B/E move
1.4%

Options history

IV · four-Friday blend59.92%
Daily EOD
OI56.9%60.6%64.3%2026-10-19: 62.50%2026-10-20: 62.85%2026-10-21: 62.86%2026-10-22: 62.63%2026-10-23: 63.81%2026-10-26: 62.17%2026-10-27: 62.34%2026-10-28: 59.23%2026-10-29: 57.42%2026-10-30: 59.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.50%
62.85%
62.86%
62.63%
63.81%
62.17%
62.34%
59.23%
57.42%
59.92%