ED1 at Wharton: you def have the stats. But as you know, its one of the most competitive schools to get into. Put some time into writing good essays and you have a decent chance.
Now whether to EA/ED2 to Chicago? Why not both? Your chances of EA at UChicago is miniscule. Probably even lower than ED1 at Wharton. I remember reading somewhere that the EA acceptance rate is about 2%. The good news is that you are allowed to EA Chicago + ED1 Wharton at the same time. Assuming you get deferred from Wharton and Chicago during the first early round, then just contact UChicago and ask them to convert your app to ED2. Putting in the app during the EA round shows your interest, and then converting to ED2 gives you two opportunities for them to review your application.
You might as well throw in a few other non-binding EA apps along with Wharton. Do you have any interest in MIT, Caltech, or Tulane? There are lots of others aas well.