Four things derived from live institutional options flow: the financing rate the market actually traded, the volatility it actually paid, the carry it is pricing on each name, and what it expects from the next round of earnings. Everything here is a computed number, not a print.
SPX is the only index with a funding curve. SPY and QQQ boxes print constantly but are $1 wide and expire inside a week, which is a pin trade rather than a loan, so no rate can be read off them.
A box spread has no directional exposure: whatever the index does, it pays the distance between its strikes at expiry. So the price of a box is the price of money over its tenor, and the rate inside it is a secured financing rate that actually traded rather than a survey or a quote.
Mercury reconstructs multi-leg orders from the unlabelled options tape in real time and prices an implied volatility on every print off the quote that stood when it traded. Everything on this page is built from that: a fitted rate, a volume-weighted vol, a forward, a straddle. No individual print or quote is published here. Treasury par yields are from the US Treasury, SOFR from the New York Fed and the earnings calendar from Nasdaq, all public.
These are by-products. The product is the tape they are reconstructed from: sweeps, blocks and multi-leg spreads classified as they print, matched against your desk's own rules.