Where dealer hedging changes behaviour in each book, as of the latest 15-min delayed option chains, recomputed every session.
These are the books the product computes every session. VIX is deliberately absent: VIX options settle on VIX futures, not on the index, so dealer gamma in them hedges into futures rather than into the thing a page like this would draw as spot. A level measured against a price the hedging never touches is a real number that means nothing.
Strike-by-strike exposure across every expiry, and a written read every session.
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