All values use the same compact snapshot as OptionPath (/data/ticker/{SYMBOL}.json): open interest and option mids per strike. Underlying S is the latest historical close. Implied vol is solved from mids where available (Black–Scholes bisection); otherwise we use historical volatility or 20%.

GEX (gamma exposure, $·γ style): per strike we use BSM gamma γ (per $1 spot, per share). Strike contribution: γ × 100 × S² × (CallOI − PutOI). Net GEX is the sum over all strikes and expirations. This is a simplified model (European BS, constant rate); sign conventions differ across vendors.

Delta exposure: share equivalents Δcall×CallOI×100 + Δput×PutOI×100 summed per strike.

OI-weighted strike: for calls, Σ K×CallOI / Σ CallOI; for puts, Σ K×PutOI / Σ PutOI; combined uses total OI per strike as weights. Shown per expiration and chain-wide.

Theta $/day: Black–Scholes theta per share per year (standard European formula), times contracts OI×100, divided by 365 to approximate daily premium decay in dollars for the aggregated position (simplified; ignores dividends, early exercise, weekend effects).

Notional: OI × 100 × K per line (dollar face of underlying controlled per option line). Call/put notional sums aggregate this across the chain.

Max pain: strike minimizing total option-holder payout Σ CallOI×max(0,S−K) + PutOI×max(0,K−S) at expiration (per share intrinsic × OI; table payout multiplies by 100 for contract dollars).