gloomberb 0.17.0 → 0.17.2

package/src/cli/commands/options-leaps.ts

@@ -1,31 +1,55 @@
-import type { OptionContract, OptionsChain } from "../../types/financials";
+import type { OptionContract, OptionsChain, TickerFinancials } from "../../types/financials";
 import type { CliCommandContext } from "../../types/plugin";
 import type { MarketContext } from "../types";
 import type { CliResultColumn } from "../result";
 import { listingReadNotes, requireCliListing, loadListingQuote, type CliListing } from "../listing-arg";
 import { rowsFreshness } from "../freshness";
 import { formatCountCell } from "../helpers";
-import { cliStyles } from "../../utils/cli-output";
+import { cliStyles, renderTable, type CliTableColumn } from "../../utils/cli-output";
 import { errorMessage } from "../../utils/errors";
-import { daysToExpiryFrom, type OptionSide } from "../../plugins/builtin/shared/volatility";
+import { numberErrorMessage, rangeErrorMessage } from "../../utils/decimal-comma";
+import { expiryIsoDate, OPTION_EXPIRATION_FORMAT, parseOptionExpiration } from "../../utils/option-expiry";
+import { isFundType } from "../../utils/sec";
+import { zonedDateKey } from "../../utils/zoned-date-time";
+import { daysToExpiryFrom, optionMid, type OptionSide } from "../../plugins/builtin/shared/volatility";
 import { optionQuoteValuationTime } from "../../plugins/builtin/vol-surface/model";
-import { optionCarry, optionSpreadPercent } from "../../plugins/builtin/options/carry";
+import { optionBreakeven, optionCarry, optionCarryNet, optionSpreadPercent } from "../../plugins/builtin/options/carry";
 import { parseDeltaBand } from "../../plugins/builtin/options/strike-window";
-import { chainWithModelFigures, loadOptionModelInputs, OPTION_MODEL_RATE, type OptionModelInputs } from "./options-chain";
+import { ivSymbol, loadIvScreen, type IvScreenRow } from "../../plugins/builtin/iv-history/client";
+import {
+  chainWithModelFigures, loadOptionModelInputs, loadUnderlyingFinancials, OPTION_MODEL_RATE, type OptionModelInputs,
+} from "./options-chain";
 import { takeFlag, takeOption } from "./command-utils";
 
 /**
- * `gloomberb options <symbol...> --leaps`: contracts more than a year out
- * ranked across symbols for a stock replacement, by what the time value costs
- * per year. Delta, IV and carry come from the same solver and formulas as the
- * options pane (`carry.ts`, `analytics.ts`).
+ * `gloomberb options <symbol...> --leaps`: long-dated contracts ranked across
+ * symbols for a stock replacement, by what the time value costs per year.
+ * Delta, IV and carry come from the same solver and formulas as the options
+ * pane (`carry.ts`, `analytics.ts`); IV rank, the next report and the
+ * ex-dividend date from the same sources as OMON, OVDV and DES.
  */
-export const LEAPS_USAGE = "options <symbol...> --leaps [--side calls|puts] [--delta <low-high>] [--max-spread <percent>] [--min-oi <contracts>] [--sort <order>]";
+export const LEAPS_USAGE = "options <symbol...> --leaps [--side calls|puts] [--delta <low-high>] [--max-spread <percent>] "
+  + "[--min-oi <contracts>] [--min-days <days>] [--max-days <days>] [--expiry-from <date>] [--expiry-to <date>] "
+  + "[--columns <list>] [--sort <order>]";
 
 export type LeapsSort = "carry" | "spread" | "oi" | "delta" | "expiry" | "symbol";
 const LEAPS_SORTS: readonly LeapsSort[] = ["carry", "spread", "oi", "delta", "expiry", "symbol"];
 
-export interface LeapsCriteria {
+/** What `--columns` adds, in the order the table and the exports show them. */
+export const LEAPS_EXTRA_COLUMNS = ["iv", "ivr", "cost", "breakeven", "next-earnings", "ex-dividend", "carry-net"] as const;
+type LeapsExtraColumn = (typeof LEAPS_EXTRA_COLUMNS)[number];
+
+/** Which expiries the screen reads: every bound given, all at once. */
+interface LeapsWindow {
+  /** Fewest whole calendar days to expiry, as the Days column counts them; null with only a date for a lower bound. */
+  minDays: number | null;
+  maxDays: number | null;
+  /** First and last expiry date kept, YYYY-MM-DD. */
+  expiryFrom: string | null;
+  expiryTo: string | null;
+}
+
+export interface LeapsCriteria extends LeapsWindow {
   side: OptionSide;
   minDelta: number;
   maxDelta: number;
@@ -33,8 +57,13 @@ export interface LeapsCriteria {
   maxSpreadPercent: number;
   minOpenInterest: number;
   sort: LeapsSort;
+  /** What `--columns` added; nothing beyond the screen's own figures is read without it. */
+  columns: LeapsExtraColumn[];
 }
 
+/** A LEAPS expiry is at least a year out, unless the window says where it starts. */
+const DEFAULT_MIN_DAYS = 365;
+
 export const DEFAULT_LEAPS_CRITERIA: LeapsCriteria = {
   side: "call",
   minDelta: 0.7,
@@ -42,10 +71,13 @@ export const DEFAULT_LEAPS_CRITERIA: LeapsCriteria = {
   maxSpreadPercent: 5,
   minOpenInterest: 100,
   sort: "carry",
+  minDays: DEFAULT_MIN_DAYS,
+  maxDays: null,
+  expiryFrom: null,
+  expiryTo: null,
+  columns: [],
 };
 
-/** A LEAPS expiry is more than this many calendar days out. */
-const LEAPS_MIN_DAYS = 365;
 /** Most symbols one run takes, and most expiries read per symbol, so a run stays a few dozen requests. */
 const MAX_LEAPS_SYMBOLS = 20;
 const MAX_LEAPS_EXPIRIES = 8;
@@ -55,21 +87,122 @@ const LEAPS_TEXT_ROWS = 40;
 const LEAPS_CHAIN_CONCURRENCY = 4;
 // Delta prints to three places; a contract that reads 0.700 is in a 0.70 band.
 const DELTA_TOLERANCE = 5e-4;
+/** Shares one listed equity option delivers. */
+const SHARES_PER_CONTRACT = 100;
+
+const LEAPS_FLAGS = [
+  "--side", "--delta", "--max-spread", "--min-oi", "--min-days", "--max-days", "--expiry-from", "--expiry-to", "--columns", "--sort",
+] as const;
 
-/** `--leaps` and the options that only mean something with it, taken out of `args`. */
+/**
+ * `--leaps` and the options that only mean something with it, taken out of
+ * `args`. One given without a value reads as empty, which its parser refuses.
+ */
 export function takeLeapsOptions(args: string[]): { leaps: boolean; raw: Record<string, string | undefined>; given: string[] } {
   const given: string[] = [];
   const raw: Record<string, string | undefined> = {};
-  for (const flag of ["--side", "--delta", "--max-spread", "--min-oi", "--sort"]) {
-    if (args.some((arg) => arg === flag || arg.startsWith(`${flag}=`))) given.push(flag);
-    raw[flag] = takeOption(args, flag);
+  for (const flag of LEAPS_FLAGS) {
+    const present = args.some((arg) => arg === flag || arg.startsWith(`${flag}=`));
+    if (present) given.push(flag);
+    const value = takeOption(args, flag);
+    raw[flag] = present ? value ?? "" : undefined;
   }
   return { leaps: takeFlag(args, "--leaps"), raw, given };
 }
 
-/** The screen's criteria from its options; a message naming the option when one cannot be read. */
-export function parseLeapsCriteria(raw: Record<string, string | undefined>): LeapsCriteria | { error: string } {
-  const criteria = { ...DEFAULT_LEAPS_CRITERIA };
+/** A count typed as digits; a thousands comma (1,000) is named so it can be dropped. */
+function parseWholeNumber(flag: string, value: string, unit: string, example: number): number | { error: string } {
+  const text = value.trim();
+  if (/^\d+$/.test(text) && Number.isSafeInteger(Number(text))) return Number(text);
+  if (/^\d{1,3}(?:,\d{3})+$/.test(text)) {
+    return { error: `Invalid ${flag} "${value}". Use a whole number of ${unit} without separators: ${flag} ${text.replace(/,/g, "")}.` };
+  }
+  return { error: `Invalid ${flag} "${value}". Use a whole number of ${unit}, such as ${flag} ${example}.` };
+}
+
+const ISO_DATE = /^\d{4}-\d{2}-\d{2}$/;
+
+function parseExpiryDate(flag: string, value: string, example: string): string | { error: string } {
+  const text = value.trim();
+  if (ISO_DATE.test(text) && parseOptionExpiration(text) != null) return text;
+  return { error: `Invalid ${flag} "${value}". Use a date as YYYY-MM-DD, such as ${flag} ${example}.` };
+}
+
+/** Whole calendar days to an expiry date's close, as the Days column counts them. */
+function wholeDaysTo(date: string, now: number): number {
+  return Math.floor(daysToExpiryFrom(parseOptionExpiration(date)!, now));
+}
+
+/** A lower bound to suggest under an upper one of `days`. */
+const lowerBoundExample = (days: number) => (days >= 180 ? 180 : 0);
+
+/**
+ * The window from `--min-days`, `--max-days`, `--expiry-from`, `--expiry-to`
+ * and `--expiration` (one expiry): every bound given applies. Without a lower
+ * bound of its own it starts where LEAPS do, a year out. A window no expiry can
+ * be in is refused with the option to change.
+ */
+function parseLeapsWindow(raw: Record<string, string | undefined>, now: number): LeapsWindow | { error: string } {
+  const window: LeapsWindow = { minDays: null, maxDays: null, expiryFrom: null, expiryTo: null };
+  for (const [flag, key] of [["--min-days", "minDays"], ["--max-days", "maxDays"]] as const) {
+    const value = raw[flag];
+    if (value == null) continue;
+    const days = parseWholeNumber(flag, value, "calendar days to expiry", key === "minDays" ? 180 : 730);
+    if (typeof days !== "number") return days;
+    window[key] = days;
+  }
+  for (const [flag, key, example] of [["--expiry-from", "expiryFrom", "2027-06-18"], ["--expiry-to", "expiryTo", "2028-06-16"]] as const) {
+    const value = raw[flag];
+    if (value == null) continue;
+    const date = parseExpiryDate(flag, value, example);
+    if (typeof date !== "string") return date;
+    window[key] = date;
+  }
+  const expiration = raw["--expiration"];
+  if (expiration != null) {
+    if (window.expiryFrom != null || window.expiryTo != null) {
+      return { error: "--expiration reads one expiry; give it alone, or a range with --expiry-from and --expiry-to." };
+    }
+    const seconds = parseOptionExpiration(expiration);
+    if (seconds == null) return { error: `Invalid --expiration "${expiration}". Use ${OPTION_EXPIRATION_FORMAT}.` };
+    window.expiryFrom = window.expiryTo = expiryIsoDate(seconds);
+  }
+  const fromFlag = expiration != null ? "--expiration" : "--expiry-from";
+  const toFlag = expiration != null ? "--expiration" : "--expiry-to";
+  const { minDays, maxDays, expiryFrom: from, expiryTo: to } = window;
+  if (minDays != null && maxDays != null && minDays > maxDays) {
+    return { error: `--min-days ${minDays} is more than --max-days ${maxDays}. The window runs from the fewer days to the more, such as --min-days ${maxDays} --max-days ${minDays}.` };
+  }
+  if (from != null && to != null && from > to) {
+    return { error: `--expiry-from ${from} is after --expiry-to ${to}. The window runs from the earlier date to the later, such as --expiry-from ${to} --expiry-to ${from}.` };
+  }
+  if (to != null && daysToExpiryFrom(parseOptionExpiration(to)!, now) <= 0) {
+    return { error: `${toFlag} ${to} has passed. Use an expiry still ahead.` };
+  }
+  // With no lower bound of its own the window starts where LEAPS do.
+  const floored = minDays == null && from == null;
+  if (floored) window.minDays = DEFAULT_MIN_DAYS;
+  if (floored && maxDays != null && maxDays < DEFAULT_MIN_DAYS) {
+    return { error: `--max-days ${maxDays} is under the ${DEFAULT_MIN_DAYS} days --leaps starts from. Add a lower bound, such as --min-days ${lowerBoundExample(maxDays)} --max-days ${maxDays}.` };
+  }
+  if (to != null && window.minDays != null && wholeDaysTo(to, now) < window.minDays) {
+    const days = wholeDaysTo(to, now);
+    return { error: floored
+      ? `${toFlag} ${to} is ${days} days out, under the ${DEFAULT_MIN_DAYS} days --leaps starts from. Add a lower bound, such as --min-days ${lowerBoundExample(days)}.`
+      : `${toFlag} ${to} is ${days} days out, under --min-days ${window.minDays}. Lower --min-days or move ${toFlag} later.` };
+  }
+  if (from != null && maxDays != null && wholeDaysTo(from, now) > maxDays) {
+    return { error: `${fromFlag} ${from} is ${wholeDaysTo(from, now)} days out, past --max-days ${maxDays}. Raise --max-days or move ${fromFlag} earlier.` };
+  }
+  return window;
+}
+
+/**
+ * The screen's criteria from its options (and `--expiration`, which picks one
+ * expiry); a message naming the option, with an example, when one cannot be read.
+ */
+export function parseLeapsCriteria(raw: Record<string, string | undefined>, now = Date.now()): LeapsCriteria | { error: string } {
+  const criteria: LeapsCriteria = { ...DEFAULT_LEAPS_CRITERIA, columns: [] };
   const side = raw["--side"]?.trim().toLowerCase();
   if (side != null) {
     if (side === "call" || side === "calls") criteria.side = "call";
@@ -79,26 +212,39 @@ export function parseLeapsCriteria(raw: Record<string, string | undefined>): Lea
   const delta = raw["--delta"];
   if (delta != null) {
     const band = parseDeltaBand(delta);
-    if (!band) return { error: `Invalid --delta "${delta}". Use a band of absolute deltas such as 0.70-0.90.` };
+    // 0,80-0,90 is a decimal comma at each end: the band to type is 0.80-0.90.
+    if (!band) return { error: rangeErrorMessage(`Invalid --delta "${delta}". Use a band of absolute deltas such as 0.70-0.90.`, delta) };
     criteria.minDelta = band.min;
     criteria.maxDelta = band.max;
   }
   const spread = raw["--max-spread"];
   if (spread != null) {
-    const value = Number(spread.trim().replace(/%$/, ""));
-    if (!spread.trim() || !Number.isFinite(value) || value <= 0) {
-      return { error: `Invalid --max-spread "${spread}". Use a percent of the midpoint above 0, such as 5.` };
+    const text = spread.trim().replace(/%$/, "");
+    const value = Number(text);
+    if (!text || !Number.isFinite(value) || value <= 0) {
+      return { error: numberErrorMessage(`Invalid --max-spread "${spread}". Use a percent of the midpoint above 0, such as 5.`, text) };
     }
     criteria.maxSpreadPercent = value;
   }
   const openInterest = raw["--min-oi"];
   if (openInterest != null) {
-    const value = Number(openInterest.trim());
-    if (!/^\d+$/.test(openInterest.trim()) || !Number.isSafeInteger(value)) {
-      return { error: `Invalid --min-oi "${openInterest}". Use a whole number of contracts, such as 100.` };
-    }
+    const value = parseWholeNumber("--min-oi", openInterest, "contracts", 100);
+    if (typeof value !== "number") return value;
     criteria.minOpenInterest = value;
   }
+  const window = parseLeapsWindow(raw, now);
+  if ("error" in window) return window;
+  Object.assign(criteria, window);
+  const columns = raw["--columns"];
+  if (columns != null) {
+    const names = columns.split(",").map((name) => name.trim().toLowerCase()).filter(Boolean);
+    const unknown = names.find((name) => !(LEAPS_EXTRA_COLUMNS as readonly string[]).includes(name));
+    if (names.length === 0 || unknown != null) {
+      return { error: `${unknown == null ? "--columns needs a name" : `Unknown --columns name "${unknown}"`}. `
+        + `Use any of ${LEAPS_EXTRA_COLUMNS.join(", ")}, comma-separated, such as --columns iv,cost,breakeven.` };
+    }
+    criteria.columns = LEAPS_EXTRA_COLUMNS.filter((name) => names.includes(name));
+  }
   const sort = raw["--sort"]?.trim().toLowerCase();
   if (sort != null) {
     if (!LEAPS_SORTS.includes(sort as LeapsSort)) return { error: `Invalid --sort "${raw["--sort"]}". Use one of ${LEAPS_SORTS.join(", ")}.` };
@@ -132,27 +278,50 @@ export type LeapsRow = {
   asOf: string | null;
   dataSource: "live" | "delayed" | null;
   delayMinutes: number | null;
+  // The fields below are on a row only when `--columns` asked for them.
+  /** `iv`: the implied volatility the contract's delta is valued at, percent a year. */
+  ivPercent?: number | null;
+  /** `ivr`: the underlying's 30-day IV rank against its 52 weeks, 0 to 100, and the close it ranks. */
+  ivRank?: number | null;
+  ivRankAsOf?: string | null;
+  /** `cost`: the midpoint times 100 shares, in the contract's currency. */
+  costPerContract?: number;
+  /** `breakeven`: the underlying's price at expiry that pays the midpoint back, and its distance from spot in percent. */
+  breakeven?: number;
+  breakevenFromSpotPercent?: number;
+  /** `next-earnings`: the underlying's next report date, YYYY-MM-DD. */
+  nextEarnings?: string | null;
+  /** `ex-dividend`: the underlying's latest ex-dividend date, YYYY-MM-DD. */
+  exDividend?: string | null;
+  /** `carry-net`: extrinsic per year net of the rate on the strike and the dividends, percent of spot (`optionCarryNet`). */
+  carryNetPerYearPercent?: number | null;
 };
 
 const round = (value: number, digits: number) => Number(value.toFixed(digits));
 
-function utcDate(seconds: number): string {
-  const date = new Date(seconds * 1000);
-  return Number.isNaN(date.getTime()) ? "" : date.toISOString().slice(0, 10);
+/** Whether an expiry is still ahead and inside the window: its Days figure and its date both. */
+function inLeapsWindow(expiration: number, window: LeapsWindow, now: number): boolean {
+  const remaining = daysToExpiryFrom(expiration, now);
+  if (!(remaining > 0)) return false;
+  const days = Math.floor(remaining);
+  const date = expiryIsoDate(expiration);
+  return (window.minDays == null || days >= window.minDays) && (window.maxDays == null || days <= window.maxDays)
+    && (window.expiryFrom == null || date >= window.expiryFrom) && (window.expiryTo == null || date <= window.expiryTo);
 }
 
-/** The listed expiries more than a year out, nearest first. */
-function leapsExpirations(expirations: readonly number[], now: number): number[] {
+/** The listed expiries inside the window, nearest first. */
+function leapsExpirations(expirations: readonly number[], window: LeapsWindow, now: number): number[] {
   return [...new Set(expirations)]
-    .filter((expiration) => daysToExpiryFrom(expiration, now) > LEAPS_MIN_DAYS)
+    .filter((expiration) => inLeapsWindow(expiration, window, now))
     .sort((left, right) => left - right);
 }
 
 /**
- * The contracts of one chain that pass the screen: one side, more than a year
- * out, delta in the band, a two-sided quote no wider than the cap, enough open
- * interest, and a carry that can be read. `chain` carries modeled deltas
- * (`chainWithModelFigures`).
+ * The contracts of one chain that pass the screen: one side, inside the
+ * window, delta in the band, a two-sided quote no wider than the cap, enough
+ * open interest, and a carry that can be read. `chain` carries modeled IV and
+ * deltas (`chainWithModelFigures`). The `--columns` figures that are the
+ * contract's own are added here; the underlying's are added per symbol.
  */
 function screenLeapsChain(
   symbol: string,
@@ -162,13 +331,14 @@ function screenLeapsChain(
   now: number,
 ): { rows: LeapsRow[]; scanned: number } {
   const spot = inputs.spot;
-  const contracts = (criteria.side === "call" ? chain.calls : chain.puts) as Array<OptionContract & { delta?: number | null }>;
+  const contracts = (criteria.side === "call" ? chain.calls : chain.puts) as Array<OptionContract & { delta?: number | null; iv?: number | null }>;
   const valuationTime = optionQuoteValuationTime(chain, now);
+  const wants = new Set(criteria.columns);
   const rows: LeapsRow[] = [];
   let scanned = 0;
   for (const contract of contracts) {
+    if (!inLeapsWindow(contract.expiration, criteria, now)) continue;
     const days = daysToExpiryFrom(contract.expiration, now);
-    if (!(days > LEAPS_MIN_DAYS)) continue;
     scanned += 1;
     if (spot == null || contract.delta == null || !Number.isFinite(contract.delta)) continue;
     const delta = Math.abs(contract.delta);
@@ -179,9 +349,9 @@ function screenLeapsChain(
     if (openInterest == null || !Number.isFinite(openInterest) || openInterest < criteria.minOpenInterest) continue;
     const carry = optionCarry(contract, criteria.side, spot, valuationTime);
     if (!carry || carry.extrinsicPerYear == null) continue;
-    rows.push({
+    const row: LeapsRow = {
       symbol,
-      expiration: utcDate(contract.expiration),
+      expiration: expiryIsoDate(contract.expiration),
       days: Math.floor(days),
       side: criteria.side,
       contract: contract.contractSymbol,
@@ -198,7 +368,22 @@ function screenLeapsChain(
       asOf: chain.asOf ?? null,
       dataSource: chain.dataSource ?? null,
       delayMinutes: chain.delayMinutes ?? null,
-    });
+    };
+    if (wants.has("iv")) row.ivPercent = contract.iv != null && Number.isFinite(contract.iv) ? round(contract.iv * 100, 2) : null;
+    // A two-sided quote passed the spread cap, so the midpoint is there.
+    const mid = optionMid(contract)!;
+    if (wants.has("cost")) row.costPerContract = round(mid * SHARES_PER_CONTRACT, 2);
+    if (wants.has("breakeven")) {
+      const breakeven = optionBreakeven(contract, criteria.side)!;
+      row.breakeven = round(breakeven, 4);
+      row.breakevenFromSpotPercent = round((breakeven / spot - 1) * 100, 3);
+    }
+    if (wants.has("carry-net")) {
+      // An unknown dividend yield counts as none, as the delta beside it is valued.
+      const net = optionCarryNet(carry, criteria.side, contract.strike, spot, OPTION_MODEL_RATE, inputs.dividendYield ?? 0);
+      row.carryNetPerYearPercent = net == null ? null : round(net * 100, 3);
+    }
+    rows.push(row);
   }
   return { rows, scanned };
 }
@@ -228,20 +413,50 @@ const SORT_LABELS: Record<LeapsSort, string> = {
   symbol: "symbol",
 };
 
+function isDefaultWindow(window: LeapsWindow): boolean {
+  return window.minDays === DEFAULT_MIN_DAYS && window.maxDays == null && window.expiryFrom == null && window.expiryTo == null;
+}
+
+/** The window in words: `more than a year out`, `365 to 730 days out`, `180 days or more out, expiring by 2027-12-31`. */
+function describeWindow(window: LeapsWindow): string {
+  if (isDefaultWindow(window)) return "more than a year out";
+  const { maxDays, expiryFrom: from, expiryTo: to } = window;
+  const minDays = window.minDays || null;
+  const days = minDays != null && maxDays != null ? `${minDays} to ${maxDays} days out`
+    : minDays != null ? `${minDays} days or more out`
+      : maxDays != null ? `${maxDays} days out at most` : null;
+  const dates = from != null && to != null ? (from === to ? `expiring ${from}` : `expiring ${from} to ${to}`)
+    : from != null ? `expiring ${from} or later`
+      : to != null ? `expiring by ${to}` : null;
+  return [days, dates].filter((part): part is string => part != null).join(", ");
+}
+
 /** The criteria in one line above the table. */
 function describeLeapsCriteria(criteria: LeapsCriteria): string {
   const side = criteria.side === "call" ? "Calls" : "Puts";
-  return `${side} more than a year out, delta ${criteria.minDelta.toFixed(2)} to ${criteria.maxDelta.toFixed(2)}, `
+  return `${side} ${describeWindow(criteria)}, delta ${criteria.minDelta.toFixed(2)} to ${criteria.maxDelta.toFixed(2)}, `
     + `spread at most ${criteria.maxSpreadPercent}%, open interest at least ${criteria.minOpenInterest}; `
     + `sorted by ${SORT_LABELS[criteria.sort]}.`;
 }
 
-interface LeapsSymbolResult {
+/** What `--columns` reads about an underlying rather than a contract. */
+interface LeapsUnderlying {
+  ivRank?: number | null;
+  ivRankAsOf?: string | null;
+  nextEarnings?: string | null;
+  exDividend?: string | null;
+  /** The dividend yield carry-net counts; null when unknown, which counts as none. */
+  dividendYield?: number | null;
+}
+
+interface LeapsSymbolResult extends LeapsUnderlying {
   symbol: string;
   spot: number | null;
-  /** The LEAPS expiries read, YYYY-MM-DD. */
+  /** The expiries read, YYYY-MM-DD. */
   expirations: string[];
-  /** Contracts on the screened side more than a year out. */
+  /** Expiries inside the window past the per-symbol cap, not read. */
+  skippedExpirations?: string[];
+  /** Contracts on the screened side inside the window. */
   scanned: number;
   matched: number;
   /** Why the symbol has no rows, when it is not just that none passed. */
@@ -273,17 +488,101 @@ async function loadChain(market: MarketContext, listing: CliListing, expiration:
   });
 }
 
+/** IV rank for every symbol in one request, as VCA reads it; a failed request is one reason for all. */
+type LeapsIvRanks = { rows: Map<string, IvScreenRow>; error: string | null };
+
+/** The bare US symbol IV history is keyed by; null for a listing abroad, which has none. */
+function ivKey(listing: CliListing): string | null {
+  try {
+    return ivSymbol(listing.key);
+  } catch {
+    return null;
+  }
+}
+
+/** Why a symbol IV history covers has no rank yet, by where its history stands. */
+const IV_COVERAGE_REASONS: Partial<Record<string, string>> = {
+  queued: "IV history queued, try again in a few minutes",
+  backfilling: "IV history still loading",
+  unavailable: "no options history",
+};
+
+async function loadLeapsIvRanks(listings: readonly CliListing[]): Promise<LeapsIvRanks> {
+  const symbols = listings.flatMap((listing) => ivKey(listing) ?? []);
+  if (symbols.length === 0) return { rows: new Map(), error: null };
+  try {
+    const payload = await loadIvScreen(symbols);
+    return { rows: new Map(payload.rows.map((row) => [row.symbol.toUpperCase(), row])), error: null };
+  } catch (error) {
+    return { rows: new Map(), error: errorMessage(error) ?? "no response" };
+  }
+}
+
+/**
+ * The underlying's `--columns` figures and, in one phrase, what of them it
+ * lacks: IV rank from Cloud IV history; the next report and the latest
+ * ex-dividend date from the financials DES reads, which also give the dividend
+ * yield delta is valued at. A fund reports no earnings, and a stock paying no
+ * dividend has no ex-date, so neither is named as missing.
+ */
+function underlyingFigures(
+  listing: CliListing,
+  columns: ReadonlySet<LeapsExtraColumn>,
+  financials: TickerFinancials | null,
+  instrumentType: string | undefined,
+  dividendYield: number | undefined,
+  ivRanks: LeapsIvRanks | null,
+  now: number,
+): { figures: LeapsUnderlying; missing: string[] } {
+  const figures: LeapsUnderlying = {};
+  const missing: string[] = [];
+  if (columns.has("ivr")) {
+    const key = ivKey(listing);
+    const row = key == null ? undefined : ivRanks?.rows.get(key);
+    const rank = row?.iv30?.rank;
+    figures.ivRank = rank != null && Number.isFinite(rank) ? round(rank, 1) : null;
+    figures.ivRankAsOf = figures.ivRank != null ? row?.iv30?.date ?? null : null;
+    // A failed request is said once for every symbol.
+    if (figures.ivRank == null && !ivRanks?.error) {
+      const reason = key == null ? "US listings only"
+        : row?.iv30?.rankNote ?? row?.warnings?.[0] ?? (row ? IV_COVERAGE_REASONS[row.coverageStatus ?? row.status] ?? null : "no IV history");
+      missing.push(`no IV rank${reason ? ` (${reason})` : ""}`);
+    }
+  }
+  const today = zonedDateKey(now, "America/New_York");
+  if (columns.has("next-earnings")) {
+    const next = financials?.nextEarnings?.date;
+    figures.nextEarnings = next && ISO_DATE.test(next) && next >= today ? next : null;
+  }
+  if (columns.has("ex-dividend")) {
+    const exDate = financials?.fundamentals?.exDividendDate;
+    figures.exDividend = exDate && ISO_DATE.test(exDate) ? exDate : null;
+  }
+  if (columns.has("carry-net")) figures.dividendYield = dividendYield ?? null;
+  if (financials == null && (columns.has("next-earnings") || columns.has("ex-dividend") || columns.has("carry-net"))) {
+    missing.push(columns.has("carry-net") ? "no earnings or dividend data, so carry-net counts no dividends" : "no earnings or dividend data");
+    return { figures, missing };
+  }
+  if (columns.has("next-earnings") && figures.nextEarnings == null && !isFundType(instrumentType)) missing.push("no upcoming earnings date");
+  if (columns.has("ex-dividend") && figures.exDividend == null && dividendYield !== 0) missing.push("no ex-dividend date");
+  if (columns.has("carry-net") && dividendYield == null) missing.push("dividend yield unknown, so carry-net counts no dividends");
+  return { figures, missing };
+}
+
 async function screenSymbol(
   market: MarketContext,
   listing: CliListing,
   criteria: LeapsCriteria,
   refresh: boolean,
   limit: ReturnType<typeof concurrencyLimit>,
+  ivRanks: Promise<LeapsIvRanks> | null,
   now: number,
 ): Promise<{ result: LeapsSymbolResult; rows: LeapsRow[]; warning: string | null }> {
   const symbol = listing.key;
   const quote = loadListingQuote(market.dataProvider, listing);
-  const inputsPromise = loadOptionModelInputs(market.dataProvider, listing, quote, refresh);
+  // One read of the financials gives delta its dividend yield and --columns the report and ex-dividend dates.
+  const financials = loadUnderlyingFinancials(market.dataProvider, listing, refresh);
+  const inputsPromise = loadOptionModelInputs(market.dataProvider, listing, quote, refresh, financials);
   const fail = (error: string, spot: number | null = null) => ({
     result: { symbol, spot, expirations: [], scanned: 0, matched: 0, error },
     rows: [],
@@ -297,13 +596,19 @@ async function screenSymbol(
   }
   const inputs = await inputsPromise;
   const spot = inputs.spot ?? null;
-  const listed = leapsExpirations(catalogue.expirationDates, now);
+  const listed = leapsExpirations(catalogue.expirationDates, criteria, now);
   if (listed.length === 0) {
-    const last = [...catalogue.expirationDates].sort((left, right) => left - right).at(-1);
-    return fail(last == null ? "no listed options" : `no expiry more than a year out (last ${utcDate(last)})`, spot);
+    const all = [...catalogue.expirationDates].sort((left, right) => left - right);
+    const last = all.at(-1);
+    if (last == null) return fail("no listed options", spot);
+    return fail(isDefaultWindow(criteria)
+      ? `no expiry more than a year out (last ${expiryIsoDate(last)})`
+      : `no expiry in the window, ${describeWindow(criteria)} (listed ${expiryIsoDate(all[0]!)} to ${expiryIsoDate(last)})`, spot);
   }
   if (spot == null) return fail("no current quote to value delta and carry", null);
+  // A window holding more expiries than one run reads keeps those nearest its start, and says which it left.
   const expirations = listed.slice(0, MAX_LEAPS_EXPIRIES);
+  const skipped = listed.slice(MAX_LEAPS_EXPIRIES).map(expiryIsoDate);
   const chains = await Promise.all(expirations.map((expiration) => limit(() => loadChain(market, listing, expiration, refresh))
     .then((chain) => ({ chain }), (error: unknown) => ({ error: errorMessage(error) ?? "no response", expiration }))));
   const rows: LeapsRow[] = [];
@@ -311,20 +616,36 @@ async function screenSymbol(
   const missed: string[] = [];
   for (const loaded of chains) {
     if ("error" in loaded) {
-      missed.push(utcDate(loaded.expiration));
+      missed.push(expiryIsoDate(loaded.expiration));
       continue;
     }
     const screened = screenLeapsChain(symbol, chainWithModelFigures(loaded.chain, { ...inputs, now }), criteria, inputs, now);
     rows.push(...screened.rows);
     scanned += screened.scanned;
   }
+  if (missed.length === expirations.length) return fail(`options chain unavailable for ${missed.join(", ")}`, spot);
+  const columns = new Set(criteria.columns);
+  const underlying: { figures: LeapsUnderlying; missing: string[] } = columns.size === 0
+    ? { figures: {}, missing: [] }
+    : underlyingFigures(listing, columns, await financials, inputs.quote?.instrumentType ?? (await quote)?.instrumentType,
+      inputs.dividendYield, ivRanks ? await ivRanks : null, now);
+  // Each row carries the underlying's figures; the dividend yield behind carry-net is in `symbols`.
+  const rowFigures: LeapsUnderlying = { ...underlying.figures };
+  delete rowFigures.dividendYield;
+  for (const row of rows) Object.assign(row, rowFigures);
   const notes = [
     missed.length > 0 ? `chain unavailable for ${missed.join(", ")}` : null,
-    listed.length > expirations.length ? `read the nearest ${expirations.length} of ${listed.length} LEAPS expiries` : null,
+    skipped.length > 0
+      ? `read the ${expirations.length} expiries nearest the window's start, through ${expiryIsoDate(expirations.at(-1)!)}; `
+        + `${skipped.length} later not read (${skipped.join(", ")}). Raise --min-days or --expiry-from to reach them`
+      : null,
+    ...underlying.missing,
   ].filter((note): note is string => note != null);
-  if (missed.length === expirations.length) return fail(`options chain unavailable for ${missed.join(", ")}`, spot);
   return {
-    result: { symbol, spot, expirations: expirations.map(utcDate), scanned, matched: rows.length },
+    result: {
+      symbol, spot, expirations: expirations.map(expiryIsoDate), ...(skipped.length > 0 ? { skippedExpirations: skipped } : {}),
+      scanned, matched: rows.length, ...underlying.figures,
+    },
     rows,
     warning: notes.length > 0 ? `${symbol}: ${notes.join("; ")}` : null,
   };
@@ -333,6 +654,10 @@ async function screenSymbol(
 const formatDelta = (value: unknown) => typeof value === "number" && Number.isFinite(value) ? value.toFixed(3) : "—";
 const formatPrice = (value: unknown) => typeof value === "number" && Number.isFinite(value) ? value.toFixed(2) : "—";
 const formatPercent = (value: unknown) => typeof value === "number" && Number.isFinite(value) ? `${value.toFixed(1)}%` : "—";
+const formatSignedPercent = (value: unknown) => typeof value === "number" && Number.isFinite(value)
+  ? `${value > 0 ? "+" : ""}${value.toFixed(1)}%` : "—";
+const formatWhole = (value: unknown) => typeof value === "number" && Number.isFinite(value) ? formatCountCell(Math.round(value)) : "—";
+const formatDate = (value: unknown) => typeof value === "string" && value ? value : "—";
 
 /** Every exported column; the text table keeps those that fit 100 columns. */
 const LEAPS_COLUMNS: CliResultColumn<LeapsRow>[] = [
@@ -356,6 +681,20 @@ const LEAPS_COLUMNS: CliResultColumn<LeapsRow>[] = [
   { key: "delayMinutes", header: "Delay Min", align: "right" },
 ];
 
+/** What each `--columns` name adds to the exports, after Extrinsic/yr %. */
+const EXTRA_EXPORT_COLUMNS: Record<LeapsExtraColumn, CliResultColumn<LeapsRow>[]> = {
+  iv: [{ key: "ivPercent", header: "IV %", align: "right", format: formatPercent }],
+  ivr: [{ key: "ivRank", header: "IV Rank", align: "right" }, { key: "ivRankAsOf", header: "IV Rank As Of" }],
+  cost: [{ key: "costPerContract", header: "Cost/Contract (mid x 100)", align: "right" }],
+  breakeven: [
+    { key: "breakeven", header: "Breakeven (at mid)", align: "right" },
+    { key: "breakevenFromSpotPercent", header: "Breakeven vs Spot %", align: "right" },
+  ],
+  "next-earnings": [{ key: "nextEarnings", header: "Next Earnings" }],
+  "ex-dividend": [{ key: "exDividend", header: "Ex-Dividend" }],
+  "carry-net": [{ key: "carryNetPerYearPercent", header: "Carry Net/yr %", align: "right" }],
+};
+
 const TEXT_COLUMN_KEYS = ["symbol", "expiration", "days", "strike", "delta", "bid", "ask", "spreadPercent", "openInterest", "extrinsic", "extrinsicPerYearPercent"];
 const LEAPS_TEXT_COLUMNS: CliResultColumn<LeapsRow>[] = TEXT_COLUMN_KEYS.map((key) => {
   const column = LEAPS_COLUMNS.find((candidate) => candidate.key === key)!;
@@ -365,6 +704,59 @@ const LEAPS_TEXT_COLUMNS: CliResultColumn<LeapsRow>[] = TEXT_COLUMN_KEYS.map((ke
   return column;
 });
 
+/** The text table's columns for a contract's own `--columns` figures; the underlying's go in a table of their own above. */
+const EXTRA_TEXT_COLUMNS: Partial<Record<LeapsExtraColumn, CliResultColumn<LeapsRow>[]>> = {
+  iv: [{ key: "ivPercent", header: "IV", align: "right", format: formatPercent }],
+  "carry-net": [{ key: "carryNetPerYearPercent", header: "Net/yr", align: "right", format: formatPercent }],
+  cost: [{ key: "costPerContract", header: "Cost", align: "right", format: formatWhole }],
+  breakeven: [
+    // The distance from spot compares across symbols; the price goes first when the table is narrow.
+    { key: "breakeven", header: "B/E", align: "right", format: formatPrice, optional: true, dropPriority: 3 },
+    { key: "breakevenFromSpotPercent", header: "B/E%", align: "right", format: formatSignedPercent },
+  ],
+};
+
+function exportColumns(columns: readonly LeapsExtraColumn[]): CliResultColumn<LeapsRow>[] {
+  const extras = columns.flatMap((name) => EXTRA_EXPORT_COLUMNS[name]);
+  const at = LEAPS_COLUMNS.findIndex((column) => column.key === "extrinsicPerYearPercent") + 1;
+  return [...LEAPS_COLUMNS.slice(0, at), ...extras, ...LEAPS_COLUMNS.slice(at)];
+}
+
+/**
+ * The text table with the contract's own `--columns` figures: IV beside delta,
+ * the rest after Extr/yr. To stay inside 100 columns the break-even price goes
+ * first, then the quote's bid and ask, then extrinsic per share; the exports
+ * keep every one.
+ */
+function textColumns(columns: readonly LeapsExtraColumn[]): CliResultColumn<LeapsRow>[] {
+  // Carry net of financing sits beside the carry it adjusts.
+  const extras = (["carry-net", "cost", "breakeven"] as const).filter((name) => columns.includes(name))
+    .flatMap((name) => EXTRA_TEXT_COLUMNS[name] ?? []);
+  if (extras.length === 0 && !columns.includes("iv")) return LEAPS_TEXT_COLUMNS;
+  return LEAPS_TEXT_COLUMNS.flatMap((column) => {
+    if (column.key === "bid" || column.key === "ask") return [{ ...column, optional: true, dropPriority: 2 }];
+    if (column.key === "extrinsic") return [{ ...column, optional: true, dropPriority: 1 }];
+    if (column.key === "delta") return [column, ...columns.includes("iv") ? EXTRA_TEXT_COLUMNS.iv! : []];
+    if (column.key === "extrinsicPerYearPercent") return [column, ...extras];
+    return [column];
+  });
+}
+
+/** The underlying's `--columns` figures, one row per symbol, above the contracts in text. */
+function underlyingTable(symbols: readonly LeapsSymbolResult[], columns: readonly LeapsExtraColumn[]): string {
+  const shown: Array<{ column: CliTableColumn; cell: (entry: LeapsSymbolResult) => string }> = [
+    ...columns.includes("ivr") ? [{ column: { header: "IVR", align: "right" as const }, cell: (entry: LeapsSymbolResult) => formatWhole(entry.ivRank) }] : [],
+    ...columns.includes("next-earnings") ? [{ column: { header: "Next earnings" }, cell: (entry: LeapsSymbolResult) => formatDate(entry.nextEarnings) }] : [],
+    ...columns.includes("ex-dividend") ? [{ column: { header: "Ex-dividend" }, cell: (entry: LeapsSymbolResult) => formatDate(entry.exDividend) }] : [],
+  ];
+  const listed = symbols.filter((entry) => !entry.error);
+  if (shown.length === 0 || listed.length === 0) return "";
+  return renderTable(
+    [{ header: "Symbol", shrink: false }, ...shown.map((entry) => entry.column)],
+    listed.map((entry) => [entry.symbol, ...shown.map((column) => column.cell(entry))]),
+  );
+}
+
 export async function runLeapsScreen(
   rawSymbols: readonly string[],
   exchangeOption: string | undefined,
@@ -381,33 +773,40 @@ export async function runLeapsScreen(
   )));
   const refresh = ctx.cliOptions.refresh;
   const limit = concurrencyLimit(LEAPS_CHAIN_CONCURRENCY);
-  const screened = await Promise.all(listings.map((listing) => screenSymbol(market, listing, criteria, refresh, limit, now)));
+  // IV rank is one request for every symbol, read beside the chains and only when asked for.
+  const ivRanks = criteria.columns.includes("ivr") ? loadLeapsIvRanks(listings) : null;
+  const screened = await Promise.all(listings.map((listing) => screenSymbol(market, listing, criteria, refresh, limit, ivRanks, now)));
   const symbols = screened.map((entry) => entry.result);
   // Nothing to rank only when no symbol's chain loaded at all; a symbol without LEAPS is an answer.
   if (symbols.every((entry) => entry.error?.startsWith("options chain unavailable"))) {
     ctx.fail(screened.map((entry) => entry.warning).filter(Boolean).join("\n"));
   }
   const rows = sortLeapsRows(screened.flatMap((entry) => entry.rows), criteria.sort);
+  const ivRankError = ivRanks ? (await ivRanks).error : null;
   const warnings = [
     ...listings.flatMap(listingReadNotes),
     ...screened.map((entry) => entry.warning).filter((warning): warning is string => warning != null),
+    ...ivRankError ? [`IV rank unavailable (${ivRankError})`] : [],
   ];
   const { format, limit: rowLimit, tail } = ctx.cliOptions;
   const capped = format === "text" && rowLimit == null && tail == null && rows.length > LEAPS_TEXT_ROWS;
   const describe = (data: readonly LeapsRow[]) => {
     const criteriaLine = describeLeapsCriteria(criteria);
+    const underlying = underlyingTable(symbols, criteria.columns);
+    const head = underlying ? `${criteriaLine}\n\n${underlying}` : criteriaLine;
     if (data.length === 0) {
       // With no rows the summary stands in for the empty message, so it carries both.
-      return `${criteriaLine}\n\n${cliStyles.muted("No contract passed the screen. Widen --delta, --max-spread or --min-oi.")}`;
+      const widen = isDefaultWindow(criteria) ? "--delta, --max-spread or --min-oi" : "--delta, --max-spread, --min-oi or the expiry window";
+      return `${head}\n\n${cliStyles.muted(`No contract passed the screen. Widen ${widen}.`)}`;
     }
-    return capped
-      ? `${criteriaLine}\n${cliStyles.muted(`The best ${LEAPS_TEXT_ROWS} of ${data.length}; --limit ${data.length} shows them all, --csv and --json carry every row.`)}`
-      : criteriaLine;
+    const cap = `The best ${LEAPS_TEXT_ROWS} of ${data.length}; --limit ${data.length} shows them all, --csv and --json carry every row.`;
+    if (!capped) return head;
+    return underlying ? `${criteriaLine}\n${cliStyles.muted(cap)}\n\n${underlying}` : `${criteriaLine}\n${cliStyles.muted(cap)}`;
   };
   ctx.printResult({
     data: rows,
     metadata: {
-      criteria: { ...criteria, minDays: LEAPS_MIN_DAYS },
+      criteria,
       symbols,
       // What delta and carry are valued from; spot per symbol is on each row and in `symbols`.
       model: { rate: OPTION_MODEL_RATE },
@@ -416,8 +815,8 @@ export async function runLeapsScreen(
     freshness: rowsFreshness(rows),
   }, {
     rows: (data) => data,
-    columns: LEAPS_COLUMNS,
-    textColumns: LEAPS_TEXT_COLUMNS,
+    columns: exportColumns(criteria.columns),
+    textColumns: textColumns(criteria.columns),
     layout: "table",
     ...(capped ? { defaultLimit: LEAPS_TEXT_ROWS } : {}),
     summary: describe,