Start by creating a triangle shape using polygon shape tool. Apply a gradient in linear mode to the background layer.
Enable add to shape area from the top bar. Create a rectangle using rectangular shape tool.
Create two ellipses using elliptical shape tool, one on top and the other on bottom.
Double click the layer to open layer style window. Apply settings as shown.
Reduce the fill value to 0%.
Create an elliptical selection using elliptical marquee tool. Press Alt+Ctrl+D to feather the selection. Create a new layer and fill with a solid color.
Select marquee tool and press Up arrow key from the keyboard three-four times to move the selection upwards. Press Delete.
Ctrl+Click the "Glass" layer thumbnail to get the selection. Press Alt key and create an elliptical selection using elliptical marquee tool to subtract the selection.
Create a new layer. Apply white to transparent gradient.
Select brush tool with a soft brush setting. Apply this brush on sides of the glass using white as a foreground color.
Create a rectangle using rectangular shape tool. Press Ctrl+T. Right Click and select perspective. Adjust the nodes to get the shape as shown. Enable add to shape area from the top bar. Create an ellipse using elliptical shape tool. Move this layer below all the layers in layer order in layer palette.
Double click the layer to open layer style window. Apply settings as shown.
Create an elliptical selection using elliptical marquee tool. Create a new layer. Apply Black to white gradient. Change layer mode to screen for this layer.
Select and merge all the layers. Duplicate the layer. Press Ctrl+T. Right click and select Flip Vertical and reduce the opacity to create glass reflection.