Vanna (∂Δ/∂σ) — how an option's delta changes when implied vol changes. Aggregated over dealer positions, it sets the "vanna flow": as vol FALLS, dealers re-hedge — usually BUYING (the classic vanna rally). As vol rises, the reverse.
Charm (∂Δ/∂t) — how delta decays as time passes. Into expiry/OPEX, OTM option deltas roll toward zero, so dealers unwind hedges — usually SUPPORTIVE in the normal long-gamma regime (the Thursday/Friday melt-up).
Computed, not given — Massive's chain has delta/gamma/vega but not vanna/charm, so we derive them with Black-Scholes from spot, strike, days-to-expiry and IV.
Exposure & tilt — Σ greek × open interest (dealer sign). The tilt (−1…+1) is the net direction of each flow, read relative to total exposure.
The call (heuristic) — positive charm/vanna tilt → mild ↑; negative → mild ↓. Vanna assumes vol mean-reversion (it reverses in a vol spike). Lower-weight voter; Phase-3 calibration conditions the signs on vol-regime and sets the weight.