The layers above are kept apart on purpose. A price is a fact, an implied move is a market opinion, and a supply-chain reading is an inference from public filings and prices — presenting them in one undifferentiated feed would make the weakest of the three look as solid as the strongest.
MeasuredQuotes and charts are measured. Prices, volume and ranges come from the exchange feed as published, not recomputed. Where a figure is a close rather than a live print, the card says which.
Market-pricedOptions data is real, not modeled. Contracts carry their own implied volatility, open interest and volume from the live chain. Expected move is the at-the-money straddle — what the market is charging — and it is labelled as the market’s expectation rather than a forecast. Where a value is blended or derived, the card says so on its face.
ScoredPressure is scored against a sector’s own history. A move is judged by how far it sits from that instrument’s normal range, not against a fixed threshold, because “a 4% day” means something different in ocean freight than in utilities. Structural exposure and current pressure are two separate numbers: one is legitimately constant, the other should be quiet most of the time.
SourcedCatalysts come from filings. Dated events are drawn from SEC full-text search and company disclosure, and link back to the document. A catalyst with no source is not a catalyst.
AttributedMember research is opinion, and is labelled as such. Theses are attributed, timestamped and kept attached to the ticker they were written about, so a call can be read against what happened next rather than quietly edited afterwards.
None of it is a recommendation, and none of it tells you what a move will be worth to you — that depends on your position, your horizon and your tolerance for being wrong, which no scanner knows.