Five terminals, drawn on rows we actually hold

Every return here is read, not computed — news_returns already stores the price at the article and at +1m/5m/15m/30m/60m, EOD and next open. The 2025-11-20 cluster is the one to read: four separate headlines reporting NVDA's earnings beat, each followed by a close between −4.88% and −6.99%. A sentiment tag would have called that bullish. The measured move is the only thing that knows better.

The chart is drawn from 229 real sessions of bars 1Day. The chip on the panel is the point: this series is certified at fill 0.962, so the line can be trusted. Ask for a London name and the same chart would carry 0.515 and render its gaps explicitly rather than interpolating over them — which is the failure every other terminal hides.

Three denominators for one quantity, and they disagree by 127×. Quoting the spread against spot gives 4 bps and is nearly meaningless — deep out-of-the-money contracts trading at 3¢ drag it toward zero while delivering almost no exposure. Against premium it is 509 bps; per unit of delta-dollars, 34. This desk killed a published “11× free edge” on exactly this confusion, so the panel shows all three by default and never lets one stand alone.

Real rows from polymarket_events — 49,431 tickers tracked, plus a 57 GB fill lake at /mnt/clawtrader/pmv1 holding roughly 173.9 million cleaned fills with maker, taker and USDC amount. One frame puts an equity, its option chain, a crypto pair and a prediction market side by side on a shared clock. The honest caveat is on the panel: this feed is certified for coverage, not for depth — the top row is a market resolving in 2027 whose 24-hour volume exceeds its own liquidity by 7×.