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O-I Glass, Inc. OI

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-11-12T03:09:31.602Z

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 · 2026-11-12T00:00:00.001657779Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:09:31.260676+00:00

Share price$5.17
1D+1.6%
AH$5.02$5.07$5.13$5.18$5.235:30 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.$0.05$0.23$0.41$0.59$0.77$4.28$4.70$5.12$5.54$5.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OI spot · $5.17OI PRICE$0.07$0.09$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.27$0.12$0.13$0.14$0.15$0.20$0.27$0.33$0.40$0.46$0.53$0.59$0.66$0.72
PutsExpensive1.25×
Calls——
Skew——
Implied moveBearish±$0.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.9083.1%15.6%3.87197.1%27.4%
25Δ5.8180.0%14.1%4.23157.3%20.7%
30Δ5.7177.0%12.7%4.59117.5%14.0%
35Δ5.6274.0%11.3%4.9477.7%7.3%
40Δ5.5271.0%9.8%5.0871.2%5.7%
45Δ5.4268.0%8.4%5.1771.1%5.2%
50Δ5.3364.9%7.0%5.2671.1%4.7%
55Δ5.2361.9%5.5%5.3571.0%4.1%
60Δ5.1458.9%4.1%5.4570.9%3.6%
65Δ5.0455.9%2.7%5.5470.8%3.1%
70Δ5.6370.7%2.5%
75Δ5.7270.7%2.0%
80Δ5.8270.6%1.5%

20Δ

Calls
Pseudo strike
5.90
IV
83.1%
B/E move
15.6%
Puts
Pseudo strike
3.87
IV
197.1%
B/E move
27.4%

25Δ

Calls
Pseudo strike
5.81
IV
80.0%
B/E move
14.1%
Puts
Pseudo strike
4.23
IV
157.3%
B/E move
20.7%

30Δ

Calls
Pseudo strike
5.71
IV
77.0%
B/E move
12.7%
Puts
Pseudo strike
4.59
IV
117.5%
B/E move
14.0%

35Δ

Calls
Pseudo strike
5.62
IV
74.0%
B/E move
11.3%
Puts
Pseudo strike
4.94
IV
77.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
5.52
IV
71.0%
B/E move
9.8%
Puts
Pseudo strike
5.08
IV
71.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
5.42
IV
68.0%
B/E move
8.4%
Puts
Pseudo strike
5.17
IV
71.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
5.33
IV
64.9%
B/E move
7.0%
Puts
Pseudo strike
5.26
IV
71.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
5.23
IV
61.9%
B/E move
5.5%
Puts
Pseudo strike
5.35
IV
71.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
5.14
IV
58.9%
B/E move
4.1%
Puts
Pseudo strike
5.45
IV
70.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
5.04
IV
55.9%
B/E move
2.7%
Puts
Pseudo strike
5.54
IV
70.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.63
IV
70.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
70.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.82
IV
70.6%
B/E move
1.5%

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%