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Greeks come from the Black-Scholes model applied to every listed contract on the live chain, weighted by open interest (assumptions: 5% flat risk-free rate, 0% dividend yield, implied vol clamped to 1–300% to drop junk quotes). Exposures use the standard dealer-positioning convention: dealers are long the calls customers sell and short the puts customers buy (call gamma +, put gamma −).

• GEX (gamma) — dealer hedge notional per ±1% underlying move. Long gamma dampens, short gamma amplifies.
• DEX (delta) — delta-weighted open-interest notional (directional bias carried in the chain).
• VEX (vanna) — delta-notional shift per +1 vol point (e.g. IV 25% → 26%).
• CEX (charm) — delta-notional decay per trading day toward expiry.

The Wheel tab prices short-premium candidates from the same chain: mid = (bid+ask)/2 (falls back to last trade when quotes are closed), yield = premium ÷ cash collateral (puts) or ÷ share value (calls), annualized as simple interest ×365/DTE, and "OTM prob" is the risk-neutral N(d₂) probability of expiring out of the money — a model estimate, not a guarantee. Expected move = spot × ATM IV × √(DTE/365).

The DEX-heatmap price path is a mechanical illustration (momentum × gamma regime + pull toward Peak GEX, with an ATM-IV cone), not a forecast. Spot is a delayed last/close from Yahoo Finance. Everything here is informational — not investment advice.