How it works
line_t = sum(price_i * weight_i) / sum(weight_i)
gamma weight = exp(-distance / scale)^2
vanna weight = signed distance bias * exp(-distance / scale)
charm weight = exp(-distance / scale) * time decay
These are proxy weights derived from the current Theta snapshot and the live SPX path. If you later wire a true per-strike greeks feed, this page can keep the same chart and swap the `weightFor()` function.