A: Hi, we have a list of all the model assumptions and formulas here:

https://wheelscreener.com/model-assumptions-and-formulae/

But this is probably missing quite some column names...

This is a good feature request! We will build out a page with detailed descriptions of each column and how they are calculated and report back here when we are done.

For your reference right now:

POP - Stands for probability of profit, based on 1 - Delta. Delta is the value derived from the Black Scholes equation and indicates how much the option's price is expected to change for every $1 move in the underlying asset's price.
IV - Implied Volatility - the volatility of the underlying stock (calculated iteratively by solving the Black-Scholes equation until prices match the market price)
IV %tile - Implied Volatility percentile - Shows what percentage of days this stock had lower IV over the past year (0-100)
IV rank - Shows where current IV for the stock stands between the 52-week high and low (0-100)