Cannot assign DPI settings to scroll wheel

Hi all, As the title suggests, I want to use the scroll wheel on my Deathadder 2 to change DPI stages in-game. However, when I click on the Scroll Up or Down button in Synapse, their is no option to assign 'Sensitivity', as there is for mouse button 4 or 5 for example. My rig is a new brand build, with all new hardware (including the Deathadder 2). I would really appreciate any information you have, thank you in advance!