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Small cations like Lithium, has strong positive fields, so they typically combines with O2- (oxide ion), with a strong negative field, and hence the charge density gets reduced on the overall resulting molecule, and stable lithium monoxide is formed.
In case of sodium, it’s size is a little big, and hence it combines with O22- (peroxide ion) which has a comparatively lower charge density than that of oxide ion, and hence, stable sodium peroxide is formed.
In case of Potassium, and other alkali metals below Potassium, they form superoxides as they have the minium charge density (as their sizes are large).
Having huge charge densities, Li2O molecule is more stable than Na2O2, which is in turn more stable than KO2. And, more stable is a compound, more will be the heat required to break it, and hence more will be it’s thermal stability, so here is the thermal stability:
Li2O > Na2O2 > KO2
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