[guided]The Inverse Function Theorem from Step 3 produces an open neighbourhood $U' \subseteq T_pM$ of $0$ on which $\exp_p$ is a diffeomorphism — but $U'$ is just *some* open set, with no particular shape. To extract a clean statement about local geometry near $p$, we want a neighbourhood with a definite *size*: a metric ball. Why a ball? Because a ball is the most basic shape adapted to the inner product $g_p$ on $T_pM$, and because the eventual application — the construction of normal coordinates around $p$ — needs a domain on which $\exp_p^{-1}$ extends to a chart. So the task of this step is purely topological: shrink $U'$ to an open Euclidean ball centred at $0$, then check that $\exp_p$ remains a diffeomorphism on the smaller domain.
How do we find a ball $B(0, r) \subseteq U'$? Recall that $T_pM$ is a finite-dimensional inner-product space under $g_p$, so its metric topology (induced by $|v|_{g_p} = \sqrt{g_p(v, v)}$) coincides with the manifold topology. The set $U'$ is open in this topology, and $0 \in U'$, so by the very definition of openness in a metric space there exists some $r > 0$ with $B(0, r) \subseteq U'$, where
\begin{align*}
B(0, r) := \{v \in T_pM : |v|_{g_p} < r\}.
\end{align*}
The set of admissible radii $\{r > 0 : B(0, r) \subseteq U'\}$ is non-empty and is bounded above only if $U'$ is bounded; in general the supremum may be $+\infty$. To pick a definite finite value strictly inside the admissible range — which guarantees $B(0, \delta) \subseteq U'$ regardless of whether the supremum is attained — we take half the supremum:
\begin{align*}
\delta &:= \tfrac{1}{2} \sup\{r > 0 : B(0, r) \subseteq U'\} \in (0, \infty].
\end{align*}
The supremum is positive because $U'$ is open at $0$ (so at least one positive admissible radius exists), and any positive value strictly less than the supremum is itself admissible. Hence $0 < \delta < \infty$ and $B(0, \delta) \subseteq U'$. (If the supremum were $+\infty$, the formula $\delta := \tfrac{1}{2}\sup$ is informal — we instead pick any finite $\delta > 0$, which still satisfies $B(0, \delta) \subseteq U'$. The role of the formula is just to produce *some* explicit positive $\delta$.)
Now we transport the diffeomorphism conclusion from $U'$ to $B(0, \delta)$. The restriction of a diffeomorphism to an open subset of its domain is a diffeomorphism onto its image: this is a general fact about smooth manifolds, since smoothness, bijectivity onto the image, and smoothness of the inverse all restrict. So
\begin{align*}
\exp_p|_{B(0, \delta)}: B(0, \delta) &\to \exp_p(B(0, \delta))
\end{align*}
is a diffeomorphism onto its image. Why was this restriction step necessary? Because the conclusion we want is about a *ball* $B(0, \delta)$, not the unspecified set $U'$. Without explicitly restricting and re-checking, we would only know the diffeomorphism statement on $U'$.
It remains to verify that the image $\exp_p(B(0, \delta))$ is open in $M$ and contains $p$. Diffeomorphisms map open sets to open sets (the image of an open set under a homeomorphism is open, and diffeomorphisms are in particular homeomorphisms), so $\exp_p(B(0, \delta))$ is open in $V'$. Since $V'$ is open in $M$, an open subset of $V'$ is open in $M$ — the topology on $V'$ is the subspace topology, and any open subset of $V'$ in this topology is the intersection of $V'$ with an open subset of $M$, which is itself open in $M$ as a finite intersection of open sets. Finally, $p = \gamma_p(1, 0) = \exp_p(0) \in \exp_p(B(0, \delta))$ because $0 \in B(0, \delta)$.
We have produced the open ball $B(0, \delta) \subseteq T_pM$ centred at $0$ and the open neighbourhood $\exp_p(B(0, \delta)) \subseteq M$ of $p$, with $\exp_p|_{B(0, \delta)}$ a diffeomorphism between them. This completes the proof.
A few interpretive remarks. First, the radius $\delta$ depends on $p$: different base points $p \in M$ give different admissible radii $\delta_p$, and there is no a priori uniform lower bound. On a compact manifold one can extract a uniform $\delta > 0$ by a compactness argument (this is the **injectivity radius**); on non-compact or curvature-unbounded manifolds, $\delta_p$ may shrink to zero as $p$ approaches bad regions. Second, $B(0, \delta)$ is a metric ball in the *vector space* $T_pM$ measured by the inner product $g_p$; it is **not** the same as the Riemannian distance ball of radius $\delta$ around $p$ in $M$, except in special cases (e.g., constant curvature). The statement here is purely topological — we only assert $\exp_p$ is a diffeomorphism on some Euclidean ball in $T_pM$. Third, the size $\delta$ controls the **normal-coordinate chart** centred at $p$: composing $\exp_p^{-1}$ with a linear identification $T_pM \cong \mathbb{R}^n$ yields the chart $(B(0, \delta), \exp_p^{-1})$ used in [Normal Coordinates](/theorems/2713) and throughout local Riemannian geometry.[/guided]