gloomberb 0.18.2 → 0.18.4

package/src/plugins/builtin/notes/files.ts

@@ -29,9 +29,10 @@ export interface NotesFilesIO {
    * Every note's key (its `.md` file name without the extension) and when it
    * was last written. A folder that does not exist yet, or a note gone before
    * it was looked at, lists nothing. Any other failure is logged and that part
-   * left out, or, with `strict`, rejects.
+   * left out, or, with `strict`, rejects. A `skipped` callback receives an
+   * unreadable note instead of rejecting the whole listing.
    */
-  listKeys(options?: { strict?: boolean }): Promise<Array<[string, number]>>;
+  listKeys(options?: NotesListOptions): Promise<Array<[string, number]>>;
 }
 
 const QUICK_NOTES_INDEX_FILE = "__quick-notes-index__.json";
@@ -108,8 +109,9 @@ export function diskNotesFilesIO(dataDir: string): NotesFilesIO {
         } catch (error) {
           // A note deleted since the folder was listed is simply gone.
           if ((error as NodeJS.ErrnoException)?.code === "ENOENT") continue;
-          if (options?.strict) throw error;
+          if (options?.strict && !options.skipped) throw error;
           logFailure("notes.files", "Read when a note was last written failed")(error);
+          options?.skipped?.(name.slice(0, -3), error);
         }
       }
       return keys;
@@ -200,7 +202,16 @@ export function remoteNotesFilesIO(
     read: async (file) => await invoke("read", { dataDir, file }) as string | null,
     write: async (file, text) => { await invoke("write", { dataDir, file, text }); },
     delete: async (file) => { await invoke("delete", { dataDir, file }); },
-    listKeys: async (options) => await invoke("listKeys", { dataDir, ...(options?.strict ? { strict: true } : {}) }) as Array<[string, number]>,
+    async listKeys(options) {
+      const result = await invoke("listKeys", {
+        dataDir, ...(options?.strict ? { strict: true } : {}),
+        ...(options?.skipped ? { reportSkipped: true } : {}),
+      });
+      if (!options?.skipped) return result as Array<[string, number]>;
+      const { keys, skipped } = result as { keys: Array<[string, number]>; skipped: Array<{ key: string; reason: string }> };
+      for (const { key, reason } of skipped) options.skipped(key, new Error(reason));
+      return keys;
+    },
   };
 }
 
@@ -245,7 +256,7 @@ export class NotesFiles implements NotesStore {
 
   /** Every stored note, ticker notes and quick notes alike, newest first. */
   async list(options: NotesListOptions = {}): Promise<NoteFileEntry[]> {
-    const { entries } = await this.readEach(await this.io.listKeys({ strict: options.strict }), options.skipped);
+    const { entries } = await this.readEach(await this.io.listKeys(options), options.skipped);
     return entries.sort((left, right) => right.updatedAt - left.updatedAt);
   }
 

package/src/plugins/builtin/openfda/pane.tsx

@@ -127,7 +127,7 @@ function DrugReportDetail({ record, width }: { record: DrugReport; width: number
       <KeyValueRow labelWidth={LABEL_WIDTH} label="Outcome" value={record.outcomes.length > 0 ? record.outcomes.join(", ") : record.outcome ?? "Not coded"} width={width} />
       {labelerText(record) ? <KeyValueRow labelWidth={LABEL_WIDTH} label="Labeler" value={labelerText(record)!} width={width} /> : null}
       {record.reporter ? <KeyValueRow labelWidth={LABEL_WIDTH} label="Reporter" value={record.reporter} width={width} /> : null}
-      {record.country ? <KeyValueRow labelWidth={LABEL_WIDTH} label="Country" value={record.country} width={width} /> : null}
+      {record.country ? <KeyValueRow labelWidth={LABEL_WIDTH} label="Country" value={record.country} country={record.country} width={width} /> : null}
       <KeyValueRow labelWidth={LABEL_WIDTH} label="Report" value={record.id.slice("drug:".length)} width={width} />
       <Section title="Reactions" width={width}>
         <Prose text={record.reactions.join(", ") || "None coded."} width={width} figures={false} />

package/src/plugins/builtin/options/carry.ts

@@ -4,7 +4,7 @@ import { optionSpread } from "./market-reference";
 
 /**
  * What holding a contract costs in time value, read the same way by the OMON
- * columns and the LEAPS screen (`gloomberb options --leaps`):
+ * columns and the LEAPS screen (`gloom options --leaps`):
  *
  *   intrinsic          = max(0, spot - strike) for a call, max(0, strike - spot) for a put
  *   extrinsic          = midpoint - intrinsic, the midpoint of a two-sided quote
@@ -50,7 +50,7 @@ export function optionCarry(
 
 /**
  * Extrinsic per year net of financing and dividends, a fraction of spot per
- * year (`gloomberb options --leaps --columns carry-net`):
+ * year (`gloom options --leaps --columns carry-net`):
  *
  *   call: (extrinsic - strike x rate x years + spot x dividend yield x years) / spot / years
  *   put:  (extrinsic + strike x rate x years - spot x dividend yield x years) / spot / years

package/src/plugins/builtin/options/enrichment-model.ts

@@ -4,7 +4,7 @@ import { buildOptionsKey, resolveEntryData } from "../../../market-data/selector
 import type { OptionsChain } from "../../../types/financials";
 import { normalizeSymbol, parsePublicTickerKey } from "../../../utils/exchanges";
 import { daysToExpiryFrom, volatilityTermSlope, type ExpectedMove } from "../shared/volatility";
-import { buildSurfaceExpiry, evaluateSurfaceSmile, type SurfaceExpiry } from "../vol-surface/model";
+import { buildSurfaceExpiry, type SurfaceExpiry } from "../vol-surface/model";
 import type { YieldPoint } from "../yield-curve/treasury-data";
 
 export interface OptionsEnrichmentSelection {
@@ -97,8 +97,8 @@ export function optionsEnrichmentSelectionIssue(input: OptionsEnrichmentSelectio
 
 /**
  * Models kept between projections of one selection. The adjacent expiry does
- * not stream, so a live re-projection refits only the selected smile and reads
- * the adjacent ATM level off its existing fit at the current spot.
+ * not stream, so a live re-projection refits only the selected smile and keeps
+ * the adjacent fit, whose ATM-forward level does not move with the spot.
  */
 export interface OptionsEnrichmentCache {
   neighbour?: { chain: OptionsChain; curve: readonly YieldPoint[] | undefined; model: SurfaceExpiry };
@@ -134,17 +134,18 @@ export function projectOptionsEnrichment(input: OptionsEnrichmentProjection, cac
     else if (neighbourChain) {
       const cached = cache?.neighbour?.chain === neighbourChain && cache.neighbour.curve === input.curve
         ? cache.neighbour.model : null;
-      const neighbour = cached ? { ...cached, atmIV: evaluateSurfaceSmile(cached, input.spot) }
-        : buildSurfaceExpiry({ chain: neighbourChain, expiration: neighbourExpiration, spot: input.spot,
-          curve: input.curve ?? [], now: input.now, source: input.neighbourEntry?.source });
+      const neighbour = cached ?? buildSurfaceExpiry({ chain: neighbourChain, expiration: neighbourExpiration, spot: input.spot,
+        curve: input.curve ?? [], now: input.now, source: input.neighbourEntry?.source });
       if (cache && !cached) cache.neighbour = { chain: neighbourChain, curve: input.curve, model: neighbour };
       result.rateAsOf = [...new Set([...result.rateAsOf, ...neighbour.rateAsOf])];
       result.warnings.push(...neighbour.warnings
         .filter((warning) => !(input.curveLoading && warning === "Treasury rate unavailable"))
         .map((warning) => `Adjacent expiry: ${warning}`));
-      if (selected.atmIV != null && neighbour.atmIV != null) {
-        Object.assign(result, optionsEnrichmentTermSlope({ years: selected.years, volatility: selected.atmIV },
-          { years: neighbour.years, volatility: neighbour.atmIV }));
+      // The slope runs between the two expiries' IVs at their forwards, as OVDV's does, so a print
+      // against a closed session's chain does not tilt it.
+      if (selected.skew.atm != null && neighbour.skew.atm != null) {
+        Object.assign(result, optionsEnrichmentTermSlope({ years: selected.years, volatility: selected.skew.atm },
+          { years: neighbour.years, volatility: neighbour.skew.atm }));
         if (new Date(selected.asOf!).toISOString().slice(0, 10) !== new Date(neighbour.asOf!).toISOString().slice(0, 10)) {
           result.warnings.push("Term slope uses option observations from different dates");
         }

package/src/plugins/builtin/options/index.tsx

@@ -135,7 +135,7 @@ export const optionsModule: PluginModule = {
       paneId: "options",
       label: "Options",
       description: "Options chain for the selected ticker.",
-      // Where a put seller picks the strike; OSA owns the exact put-selling phrases and ranks first on them.
+      // Where a put seller picks the strike; CSP and OSA own the exact put-selling phrases and rank first on them.
       keywords: ["options", "chain", "calls", "puts", "omon", "cash-secured puts", "selling puts", "short-put strikes", "csp strikes", "wheel strikes"],
       shortcut: "OMON",
       settings: (_symbol, _context, options) => {

package/src/plugins/builtin/options/model-spot.ts

@@ -1,3 +1,4 @@
+import { getExtendedSessionDisplay, type ExtendedSession } from "../../../market-data/market/status";
 import { getPublishedUsEquitySession } from "../../../market-data/published-us-sessions";
 import type { OptionsChain, Quote } from "../../../types/financials";
 import { zonedWallClockToUtcMs } from "../../../utils/zoned-date-time";
@@ -82,10 +83,75 @@ export function formatSpotTime(time: number): string {
   return `${WEEKDAYS[date.getUTCDay()]} ${date.getUTCDate()} ${MONTHS[date.getUTCMonth()]} ${date.toISOString().slice(11, 16)} UTC`;
 }
 
-/** How a footer names the spot: `close Mon 12 Oct 20:00 UTC`, `pre-market Tue 13 Oct 12:21 UTC`, `last Tue 13 Oct 14:05 UTC`. */
-export function modelSpotLabel(spot: Pick<OptionModelSpot, "basis" | "session" | "observedAt">): string {
-  const word = spot.basis === "close" ? "close" : spot.session ?? "last";
-  return `${word} ${formatSpotTime(spot.observedAt)}`;
+type SpotStampInput = Pick<OptionModelSpot, "basis" | "session" | "observedAt">;
+
+/**
+ * The stamp every options pane puts beside the spot it priced a chain with
+ * (docs/research-data.md#greeks-spot-and-time): `close Tue 20 Oct` for the
+ * official close of the session the chain was quoted in, `pre-market Wed 21
+ * Oct 09:35 UTC` (`after hours`, `overnight`) for an extended-session print.
+ * Null for the regular session's latest price, which the pane's live or
+ * delayed status already dates.
+ */
+export function modelSpotStamp(spot: SpotStampInput): string | null {
+  const dated = Number.isFinite(spot.observedAt);
+  if (spot.basis === "close") return dated ? `close ${formatCalendarDay(newYorkDate.format(spot.observedAt))}` : "close";
+  return spot.session && dated ? `${spot.session} ${formatSpotTime(spot.observedAt)}` : null;
+}
+
+/**
+ * The stamp's shorter forms, longest first, for a figure with less room
+ * (`StatItem.detailVariants`): `pre-market 09:35 UTC`, then `pre-market`;
+ * `close`. Empty when there is no stamp.
+ */
+export function modelSpotStampVariants(spot: SpotStampInput): string[] {
+  if (!modelSpotStamp(spot)) return [];
+  if (spot.basis === "close") return ["close"];
+  return [`${spot.session} ${new Date(spot.observedAt).toISOString().slice(11, 16)} UTC`, spot.session!];
+}
+
+/** The stamp where a report or footer always dates the spot: `last Wed 21 Oct 14:05 UTC` for the regular session's price. */
+export function modelSpotLabel(spot: SpotStampInput): string {
+  return modelSpotStamp(spot) ?? `last ${formatSpotTime(spot.observedAt)}`;
+}
+
+const HOUR_MS = 60 * 60_000;
+
+/**
+ * A spot known only by its price and when it was observed, such as the one
+ * Gloom Cloud prices dealer gamma at: the session that time falls in on the
+ * listing's calendar. Pre-market from 04:00 New York to the open, after hours
+ * for four hours from the close, overnight between; a day the calendar does
+ * not know reads as the latest price.
+ */
+export function observedModelSpot(price: number, observedAt: number, exchange?: string): OptionModelSpot {
+  const day = Number.isFinite(observedAt) ? getPublishedUsEquitySession(exchange || "NYSE", newYorkDate.format(observedAt)) : null;
+  const session: OptionModelSpot["session"] = day?.kind !== "session" ? null
+    : observedAt < day.open ? (observedAt >= day.open - 5.5 * HOUR_MS ? "pre-market" : "overnight")
+    : observedAt < day.close ? null
+    : observedAt < day.close + 4 * HOUR_MS ? "after hours" : "overnight";
+  return { price, observedAt, valuationTime: observedAt, basis: "last", session };
+}
+
+const EXTENDED_SESSION_WORDS: Record<ExtendedSession, NonNullable<OptionModelSpot["session"]>> = {
+  PRE: "pre-market", POST: "after hours", OVERNIGHT: "overnight",
+};
+
+/**
+ * The underlying's extended-session print beside a spot priced at the close,
+ * named by its session as the stamp names it: `pre-market 770.65`, `after
+ * hours mid 771.10`. Null when the spot is not the close, nothing traded
+ * outside the session, or the print is the spot.
+ */
+export function modelSpotExtendedPrint(
+  quote: Quote | null | undefined,
+  spot: Pick<OptionModelSpot, "basis" | "price">,
+  format: (price: number) => string = formatModelSpotPrice,
+): string | null {
+  if (spot.basis !== "close") return null;
+  const print = getExtendedSessionDisplay(quote);
+  if (!print || !positive(print.price) || format(print.price) === format(spot.price)) return null;
+  return `${EXTENDED_SESSION_WORDS[print.session]}${print.mark ? " mid" : ""} ${format(print.price)}`;
 }
 
 /** A price to the cent, or to the tick it was quoted at below a dollar. */

package/src/plugins/builtin/options/view.tsx

@@ -5,9 +5,10 @@ import { colors, priceColor } from "../../../theme/colors";
 import { isPlainKey } from "../../../utils/keyboard";
 import { formatCompact, formatPercentRaw } from "../../../utils/format";
 import { formatMarketPrice, formatSignedMarketPrice, liveQuoteFormatOptions } from "../../../market-data/market/format";
+import { getRegularSessionDisplay } from "../../../market-data/market/status";
 import { chainOptionContract, formatExpDate, optionContractName, resolveOptionsTarget } from "../../../utils/options";
 import {
-  expiryIsoDate, findListedExpiry, formatDaysToExpiry, daysToExpiry, missingExpiryMessage, missingExpiryText, readOptionExpiration,
+  expiryIsoDate, findListedExpiry, formatDaysToExpiry, daysToExpiry, isLiveOptionExpiry, missingExpiryMessage, missingExpiryText, readOptionExpiration,
 } from "../../../utils/option-expiry";
 import { canonicalTickerKey } from "../../../utils/exchanges";
 import { isOptionsUnavailableError, listedOptionsAlternative, optionsUnavailableTitle } from "../../../market-data/options-alternatives";
@@ -68,7 +69,7 @@ import { signedPositionDirection } from "../../../portfolio/position-metrics";
 import { optionMarketReference } from "./market-reference";
 import { useOptionsEnrichment } from "./enrichment";
 import type { OptionsEnrichmentSnapshot } from "./enrichment-model";
-import { daysToExpiryFrom, optionMid, type OptionSide } from "../shared/volatility";
+import { optionMid, type OptionSide } from "../shared/volatility";
 import type { TickerRecord } from "../../../types/ticker";
 import type { TickerFinancials } from "../../../types/financials";
 import type { IvStats } from "../iv-history/client";
@@ -76,7 +77,10 @@ import { useIvRank } from "../iv-history/rank";
 import { useOptionsSessionOpen, useThrottledValue } from "../shared/volatility/live-session";
 import { useRemoteUiNode } from "../../../remote/semantic-tree";
 import { optionCarry, optionCostOfSpot } from "./carry";
-import { formatModelSpotPrice, modelSpotLabel, optionModelSpot } from "./model-spot";
+import {
+  formatModelSpotPrice, modelSpotExtendedPrint, modelSpotLabel, modelSpotStamp, modelSpotStampVariants, optionModelSpot,
+  type OptionModelSpot,
+} from "./model-spot";
 import { chainOpenInterestAsOf, loadListedOpenInterest, openInterestAsOfLabel, statedOpenInterestAsOf } from "./open-interest-as-of";
 import { useAsyncResource } from "../../../react/async-resource";
 import {
@@ -113,13 +117,35 @@ function transientTicker(symbol: string, exchange: string, currency: string): Ti
 }
 
 /**
- * The underlying's price and day change: the level every strike is read
- * against. A stale quote stays on screen, muted, while the footer says why.
+ * The underlying's price: the level every strike is read against. A chain
+ * priced at a session's close or an extended-session print shows that spot
+ * with its stamp (`modelSpotStamp`), and any extended print after it named by
+ * its session; the regular session's live price shows its day change. A stale
+ * quote stays on screen, muted, while the footer says why.
  */
-function spotItem(underlying: TickerFinancials | null | undefined, assetCategory: string | undefined): StatItem {
+function spotItem(
+  underlying: TickerFinancials | null | undefined,
+  assetCategory: string | undefined,
+  modelSpot: OptionModelSpot | null,
+): StatItem {
   const quote = underlying?.quote;
   if (!quote || !Number.isFinite(quote.price)) return { id: "spot", label: "Spot", value: "--" };
   const options = liveQuoteFormatOptions(quote, quote.currency, assetCategory, underlying?.quoteMetadata?.instrumentType);
+  const stamp = modelSpot ? modelSpotStamp(modelSpot) : null;
+  if (modelSpot && stamp) {
+    const move = modelSpot.basis === "close" ? getRegularSessionDisplay(quote)?.change : quote.change;
+    const extended = modelSpotExtendedPrint(quote, modelSpot, (price) => formatMarketPrice(price, options));
+    // The band keeps its columns: the extended print, then the stamp's day, give way first.
+    const shorter = modelSpotStampVariants(modelSpot);
+    return {
+      id: "spot",
+      label: "Spot",
+      value: formatMarketPrice(modelSpot.price, options),
+      detail: extended ? `${stamp} · ${extended}` : stamp,
+      detailVariants: extended ? [stamp, ...shorter] : shorter,
+      color: quote.stale ? colors.textDim : priceColor(Number.isFinite(move) ? move! : 0),
+    };
+  }
   const change = Number.isFinite(quote.change) ? quote.change : 0;
   return {
     id: "spot",
@@ -243,10 +269,10 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
   const strikeWindowText = strikeWindowValue(strikeWindow);
   const initialChainEntry = useOptionsQuery(baseRequest);
   const initialChain = useResolvedEntryValue(initialChainEntry);
-  // A listing can still carry a date whose 16:00 ET close has passed. The chain
+  // A listing can still carry a date whose last session has closed. The chain
   // never opens there, nor on a saved date that has since passed: it takes the nearest live one.
   const now = Date.now();
-  const liveExpiration = (expiration: number) => daysToExpiryFrom(expiration, now) > 0;
+  const liveExpiration = (expiration: number) => isLiveOptionExpiry(expiration, now, effectiveExchange);
   const listedExpirations = initialChain?.expirationDates ?? [];
   const openingExpirations = listedExpirations.some(liveExpiration) ? listedExpirations.filter(liveExpiration) : listedExpirations;
   const initialExpiration = openingExpirations.length === 0 ? undefined : openingExpirations.reduce((best, expiration) => (
@@ -295,10 +321,10 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
   const expirationDates = useMemo(() => {
     const listed = selectedExpirationMissing
       ? [...availableExpirations, selectedExpiration!].sort((left, right) => left - right) : availableExpirations;
-    // A date that has ended has no contracts left to show; the strip leaves it out, unless every date has.
-    const current = (expiration: number) => daysToExpiry(expiration, Date.now()) >= 0;
+    // A date whose last session has closed has no contracts left to show; the strip leaves it out, unless every date has.
+    const current = (expiration: number) => isLiveOptionExpiry(expiration, Date.now(), effectiveExchange);
     return listed.some(current) ? listed.filter((expiration) => expiration === selectedExpiration || current(expiration)) : listed;
-  }, [availableExpirations, selectedExpiration, selectedExpirationMissing]);
+  }, [availableExpirations, effectiveExchange, selectedExpiration, selectedExpirationMissing]);
   // Keep the date strip stable while a mouse press focuses this pane. A new
   // tab list asks the web host to reveal the active tab and can move the date
   // being clicked before mouse-up, cancelling selection of an offscreen expiry.
@@ -418,7 +444,7 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
   const chainAsOfMs = asOfChain?.asOf ? Date.parse(asOfChain.asOf) : Number.NaN;
   const expiryAsOfMs = Number.isFinite(chainAsOfMs) ? chainAsOfMs : Date.now();
   const expiryDate = selectedExpiration == null ? "" : expiryIsoDate(selectedExpiration);
-  const expiryDays = selectedExpiration == null ? "" : formatDaysToExpiry(selectedExpiration, expiryAsOfMs);
+  const expiryDays = selectedExpiration == null ? "" : formatDaysToExpiry(selectedExpiration, expiryAsOfMs, effectiveExchange);
   useRemoteUiNode(expiryDate && chain && !expirationUnavailable ? {
     role: "report-notice",
     label: "Expiry",
@@ -448,7 +474,7 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
       ...(chainDelay > 0 ? { delayMinutes: chainDelay } : {}),
     }),
   } : null);
-  // A report of the pane (`gloomberb fn OMON`) says how many strikes it lists of how many the expiry has.
+  // A report of the pane (`gloom fn OMON`) says how many strikes it lists of how many the expiry has.
   useRemoteUiNode(strikeChain ? {
     role: "report-notice",
     label: "Strike window",
@@ -552,10 +578,10 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
       putGreeks: volatilities ? calculateOptionGreeks(put, "put", greeksSpot, dividendYield, volatilities) : undefined,
       callExtrinsicPerYear: call && volatilities ? optionCarry(call, "call", greeksSpot, volatilities.valuationTime)?.extrinsicPerYear ?? null : null,
       putExtrinsicPerYear: put && volatilities ? optionCarry(put, "put", greeksSpot, volatilities.valuationTime)?.extrinsicPerYear ?? null : null,
-      putCostOfSpot: put ? optionCostOfSpot(put, spot) : null,
+      putCostOfSpot: put ? optionCostOfSpot(put, greeksSpot) : null,
       isPositionStrike: !!parsed && strike === parsed.strike,
     };
-  }), [callsByStrike, dividendYield, greeksSpot, parsed, putsByStrike, spot, strikes, volatilities]);
+  }), [callsByStrike, dividendYield, greeksSpot, parsed, putsByStrike, strikes, volatilities]);
   // The open interest's session: the chain's own, or for a chain that does not say, OPX's listing of the
   // same expiry, stated only when the counts are OPX's.
   const statedOpenInterest = useMemo(() => strikeChain ? statedOpenInterestAsOf(strikeChain) : undefined, [strikeChain]);
@@ -566,7 +592,7 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
   const openInterestAsOf = useMemo(() => statedOpenInterest
     ?? (strikeChain && listedOpenInterest.data ? chainOpenInterestAsOf(strikeChain, listedOpenInterest.data) : null),
   [statedOpenInterest, strikeChain, listedOpenInterest.data]);
-  // A report of the pane (`gloomberb fn OMON`) names them too.
+  // A report of the pane (`gloom fn OMON`) names them too.
   useRemoteUiNode(modelSpot ? {
     role: "report-notice",
     label: "Greeks spot",
@@ -584,10 +610,12 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
   } : null);
   // What IV and the Greeks are valued at, and the open interest's date. In a
   // crowded footer it shortens, then gives way to the contract under the cursor.
-  const basisText = [modelSpot ? `spot ${formatModelSpotPrice(modelSpot.price)} ${modelSpotLabel(modelSpot)}` : null,
+  // A stamped spot (a close, an extended print) is already the Spot figure's.
+  const footerSpot = modelSpot && !modelSpotStamp(modelSpot) ? modelSpot : null;
+  const basisText = [footerSpot ? `spot ${formatModelSpotPrice(footerSpot.price)} ${modelSpotLabel(footerSpot)}` : null,
     strikeChain && !listedOpenInterest.loading ? openInterestAsOfLabel(openInterestAsOf) : null].filter(Boolean).join(" · ");
-  const shortBasisText = [modelSpot ? `${formatModelSpotPrice(modelSpot.price)} ${modelSpot.basis === "close" ? "close" : modelSpot.session ?? "last"} `
-    + `${new Date(modelSpot.observedAt).toISOString().slice(11, 16)} UTC` : null,
+  const shortBasisText = [footerSpot ? `${formatModelSpotPrice(footerSpot.price)} last `
+    + `${new Date(footerSpot.observedAt).toISOString().slice(11, 16)} UTC` : null,
   strikeChain && !listedOpenInterest.loading ? openInterestAsOf?.date ? `OI ${openInterestAsOf.date.slice(5)}` : "OI undated" : null]
     .filter(Boolean).join(" · ");
   usePaneFooter("options-basis", () => ({ info: basisText ? [{ id: "greeks-basis",
@@ -597,9 +625,9 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
   // busy stream reads as a steady strip rather than flicker.
   // A new expiry, a refreshed snapshot or the underlying price arriving or
   // going stale shows at once; only the stream itself is paced.
-  const summaryResetKey = useMemo(() => ({}), [strikeSelectionKey, strikeChain, spot == null]);
+  const summaryResetKey = useMemo(() => ({}), [strikeSelectionKey, strikeChain, greeksSpot == null]);
   const summaryInput = useThrottledValue(
-    useMemo(() => ({ chain: liveChain, spot, volatilities }), [liveChain, spot, volatilities]),
+    useMemo(() => ({ chain: liveChain, spot: greeksSpot, volatilities }), [liveChain, greeksSpot, volatilities]),
     OPTIONS_SUMMARY_THROTTLE_MS,
     summaryResetKey,
   );
@@ -613,7 +641,7 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
     instrument: baseRequest?.instrument ?? null, expiration: selectedExpiration,
     selectedEntry: strikeChain === expirationChain ? expirationChainEntry
       : strikeChain === initialChain ? initialChainEntry : null,
-    catalogue: availableExpirations, spot, spotAsOf: underlying?.quote?.lastUpdated,
+    catalogue: availableExpirations, spot: greeksSpot, spotAsOf: modelSpot?.observedAt,
     liveChain: liveChain !== strikeChain ? liveChain : null,
   });
   const enrichment = expirationUnavailable ? null : enrichmentState.snapshot;
@@ -901,7 +929,7 @@ export function OptionsView({ width, height, focused, nestedInTabs = false, ivRa
   // The root insets the terminal body, so the band gets the width inside it.
   const statWidth = Math.max(1, width - (nativePaneChrome ? 0 : 2));
   const figures = optionsSummaryItems({
-    spot: spotItem(underlying, isOpt ? undefined : ticker.metadata.assetCategory),
+    spot: spotItem(underlying, isOpt ? undefined : ticker.metadata.assetCategory, modelSpot),
     summary, enrichment, currency: underlying?.quote?.currency || ticker.metadata.currency || "",
     ivRank: showIvRank ? { stats: ivRank } : null,
   });

package/src/plugins/builtin/options-calculator/headless.ts

@@ -9,18 +9,56 @@ import { createCalculatorSurfaceDependencies, loadCalculatorSurfaceVol, type Cal
 const number = (value: number) => Number.isFinite(value) ? value.toFixed(6) : "--";
 const metric = (label: string, value: number, suffix = ""): HeadlessPaneEntry => ({ label, value, formatted: `${number(value)}${suffix}` });
 
+/** What was typed for each input, by option key: the CLI's strings, a pane's settings. */
+type EnteredInputs = Readonly<Record<string, unknown>>;
+const PLAIN_DECIMAL = /^[+-]?(?:\d+(?:\.\d*)?|\.\d+)$/;
+/** A computed number without float noise or padding: 73.15, 30, 60. */
+const plain = (value: number) => Number.isFinite(value) ? String(Number(value.toPrecision(12))) : "--";
+
+/**
+ * An input echoed as it was entered: the typed text when it was a plain
+ * decimal of this value (73.15 stays 73.15, 73.150 stays 73.150), else the
+ * number without padding. Percent inputs (`scale` 100) compare the typed
+ * percent with the decimal the model reads.
+ */
+function enteredText(entered: EnteredInputs, key: string, value: number, scale = 1): string {
+  const raw = entered[key];
+  const text = typeof raw === "string" ? raw.trim() : "";
+  if (PLAIN_DECIMAL.test(text) && Number(plain(Number(text) / scale)) === Number(plain(value))) return text.replace(/^\+/, "");
+  return plain(value * scale);
+}
+
+/** A price or day count, at the precision it was entered. */
+const input = (entered: EnteredInputs, label: string, key: string, value: number): HeadlessPaneEntry => (
+  { label, value, formatted: enteredText(entered, key, value) }
+);
+
+/** A volatility or rate in percent, as the options ask for it: 60%, never 0.600000. */
+const percentInput = (entered: EnteredInputs, label: string, key: string, value: number): HeadlessPaneEntry => {
+  const text = enteredText(entered, key, value, 100);
+  return { label, value: Number(text), unit: "%", formatted: `${text}%` };
+};
+
+/** A volatility read off the surface was not typed, so it reads to the hundredth of a point. */
+const surfacePercent = (label: string, value: number): HeadlessPaneEntry => {
+  const percent = Number((value * 100).toFixed(2));
+  return { label, value: percent, unit: "%", formatted: `${percent}%` };
+};
+
 function report(draft: OptionCalcDraft, valuation: OptionValuation | null,
   implied: { volatility: number | null; note: string | null }, surface: CalculatorSurfaceVol | null,
-  errors: string[], effectiveTreeSteps: number | null = null): HeadlessBundleResult {
+  errors: string[], effectiveTreeSteps: number | null = null, entered: EnteredInputs = {}): HeadlessBundleResult {
   const model = draft.pricingModel ?? "european";
   return {
     sections: [
       { title: "Inputs", entries: [
         ...(draft.symbol ? [{ label: "Underlying", value: draft.symbol }] : []),
         { label: "Model", value: model }, { label: "Side", value: draft.side },
-        metric("Spot", draft.spot), metric("Strike", draft.strike), metric("Days to expiry", draft.daysToExpiry),
-        metric("Volatility", draft.volatility, " decimal"), metric("Annual rate", draft.rate, " decimal"),
-        metric("Annual dividend yield", draft.dividendYield, " decimal"),
+        input(entered, "Spot", "spot", draft.spot), input(entered, "Strike", "strike", draft.strike),
+        input(entered, "Days to expiry", "days", draft.daysToExpiry),
+        surface?.volatility != null ? surfacePercent("Volatility", draft.volatility) : percentInput(entered, "Volatility", "volatility", draft.volatility),
+        percentInput(entered, "Annual rate", "rate", draft.rate),
+        percentInput(entered, "Annual dividend yield", "dividendYield", draft.dividendYield),
         ...(model === "american" ? [{ label: "Requested tree steps", value: draft.steps ?? 400 }] : []),
         ...(effectiveTreeSteps != null && effectiveTreeSteps !== (draft.steps ?? 400)
           ? [{ label: "Effective tree steps", value: effectiveTreeSteps }] : []),
@@ -68,7 +106,8 @@ export const optionsCalculatorHeadless: HeadlessPaneDefinition<"bundle"> = {
     { key: "marketPrice", aliases: ["market-price"], type: "string", description: "Observed premium per unit for implied volatility inversion" },
   ],
   async load(args, ctx) {
-    const draft = draftFromCalculatorInputs({ ...ctx.settings, ...args.options });
+    const entered = { ...ctx.settings, ...args.options };
+    const draft = draftFromCalculatorInputs(entered);
     const dividends = draft.dividends ?? [];
     if (draft.pricingModel !== "american" && dividends.some((dividend) => dividend.amount > 0)) {
       throw new Error("Discrete cash dividends require the American CRR model.");
@@ -83,7 +122,7 @@ export const optionsCalculatorHeadless: HeadlessPaneDefinition<"bundle"> = {
         spot: draft.spot, strike: draft.strike, daysToExpiry: draft.daysToExpiry, signal: ctx.signal,
       }, createCalculatorSurfaceDependencies(ctx.marketData, ctx.apiClient));
       if (surface.volatility == null || surface.error) return report(draft, null,
-        { volatility: null, note: "Surface volatility unavailable" }, surface, [surface.error ?? "Surface volatility unavailable"]);
+        { volatility: null, note: "Surface volatility unavailable" }, surface, [surface.error ?? "Surface volatility unavailable"], null, entered);
       valuedDraft = { ...draft, volatility: surface.volatility };
     }
     ctx.signal.throwIfAborted();
@@ -93,6 +132,6 @@ export const optionsCalculatorHeadless: HeadlessPaneDefinition<"bundle"> = {
     const implied = valuedDraft.marketPrice > 0 ? valuedDraft.pricingModel === "american"
       ? solveBinomialImpliedVolatility(valuedDraft, valuedDraft.marketPrice, tree)
       : solveImpliedVolatility(valuedDraft, valuedDraft.marketPrice) : { volatility: null, note: null };
-    return report(valuedDraft, valuation, implied, surface, [], effectiveTreeSteps);
+    return report(valuedDraft, valuation, implied, surface, [], effectiveTreeSteps, entered);
   },
 };

package/src/plugins/builtin/options-calculator/pane.tsx

@@ -1,3 +1,4 @@
+import { unavailableText } from "../../../components/ui/status";
 import { useCallback, useEffect, useMemo, useRef, useState } from "react";
 import { delayedFooterSegment, FieldGrid, KeyValueRow, QueryBar, usePaneFooter, usePaneNoticeFooter, type GridField } from "../../../components";
 import { CompositeChart } from "../../../components/chart/composite/composite-chart";
@@ -194,7 +195,7 @@ export function OptionsCalculatorPane({ focused, width, height }: PaneProps) {
   const calculation = useMemo(() => {
     const unavailable = seedError ?? (american ? dividendInput.error : null)
       ?? (surfaceSource && !draft.symbol ? "Choose an underlying ticker for surface IV." : null)
-      ?? (surfaceSource && !surfaceResource.loading && surface?.volatility == null ? surface?.error ?? surfaceResource.error ?? "Surface IV unavailable." : null);
+      ?? (surfaceSource && !surfaceResource.loading && surface?.volatility == null ? surface?.error ?? surfaceResource.error ?? unavailableText("Surface IV") : null);
     if (unavailable || surfaceSource && surface?.volatility == null) {
       return { valuation: null, implied: { volatility: null, note: null }, problem: unavailable };
     }
@@ -400,7 +401,7 @@ function ContractPremiumChart({
   width: number;
   focused: boolean;
 }) {
-  const empty = unavailable ? "Premium history unavailable." : series.length < 1 ? "No premium history." : undefined;
+  const empty = unavailable ? unavailableText("Premium history") : series.length < 1 ? "No premium history." : undefined;
   return (
     <Box flexDirection="column" paddingX={1} height={PREMIUM_CHART_ROWS} flexShrink={0}>
       {empty && !loading ? (

package/src/plugins/builtin/options-positioning/headless.ts

@@ -2,6 +2,8 @@ import type { HeadlessPaneDefinition, HeadlessPaneEntry } from "../../../types/p
 import { expirationOptionSeconds, expiryIsoDate, OPTION_EXPIRATION_FORMAT, OPTION_EXPIRATION_PLACEHOLDER } from "../../../utils/option-expiry";
 import { formatUtcTime } from "../../../utils/utc-time";
 import { loadGamma, loadOpenInterest, positioningSymbol, type GammaPayload, type OpenInterestPayload } from "./client";
+import { listingFateReport, loadListingFate } from "../../../tickers/listing-fate";
+import { resolveHeadlessInstrument } from "../shared/headless-market-data";
 import {
   ALL_EXPIRIES,
   expiryLabel,
@@ -10,6 +12,7 @@ import {
   formatDistance,
   formatGamma,
   formatLevel,
+  formatPositioningSpot,
   formatPayout,
   formatRatio,
   formatStrike,
@@ -49,7 +52,7 @@ function summary(openInterest: OpenInterestPayload, dealer: GammaPayload | null)
     { key: "oiDate", label: "Open interest as of", value: openInterest.oiDate },
   ];
   const textEntries: HeadlessPaneEntry[] = [
-    { label: "Spot", value: spot, formatted: spot == null ? "--" : spotAsOf ? `${formatLevel(spot)} at ${time(spotAsOf)}` : formatLevel(spot) },
+    { label: "Spot", value: spot, formatted: formatPositioningSpot(spot, spotAsOf) },
     ...(dealer ? [{ label: "Quotes as of", value: dealer.quotesAsOf, formatted: time(dealer.quotesAsOf) }] : []),
     { label: "Open interest as of", value: openInterest.oiDate, formatted: openInterest.oiDate ?? "--" },
   ];
@@ -118,7 +121,7 @@ export const optionsPositioningHeadless = (initialTab: PositioningTab): Headless
     // VIX has no dealer gamma, so its expiries have no column for it.
     const expiryGamma = !(allExpiries instanceof Error) && allExpiries.total ? netGammaByExpiry(allExpiries) : null;
     const gammaColumn = allExpiries instanceof Error || !!allExpiries.total;
-    const errors = [
+    const loadErrors = [
       ...openInterest.warnings,
       ...(dealer instanceof Error ? [`Dealer gamma: ${dealer.message}`] : [
         ...dealer.warnings,
@@ -126,6 +129,11 @@ export const optionsPositioningHeadless = (initialTab: PositioningTab): Headless
       ]),
       ...(everyExpiry instanceof Error ? [`Net GEX by expiry: ${everyExpiry.message}`] : []),
     ];
+    // A symbol with no listed open interest says what became of it when something did (TWTR stopped
+    // trading, FB is a fund now) in place of the load's errors.
+    const fate = openInterest.expiries.length || expiry ? null
+      : listingFateReport(await loadListingFate(await resolveHeadlessInstrument(ctx, symbol), ctx.marketData), { served: false }, loadErrors);
+    const errors = fate?.errors ?? loadErrors;
     const changes = openInterest.previousOiDate != null;
     const gammaShown = dealer instanceof Error || !dealer.total ? null : dealer;
     const scope = dealer instanceof Error ? null : dealer.expiry ? expiryLabel(dealer.expiry) : "all expiries";
@@ -173,7 +181,7 @@ export const optionsPositioningHeadless = (initialTab: PositioningTab): Headless
       ],
       complete: !!openInterest.expiries.length && !(dealer instanceof Error) && errors.length === 0,
       unavailableSymbols: openInterest.expiries.length ? [] : [symbol],
-      errors,
+      errors, ...(fate?.notes.length ? { notes: fate.notes } : {}),
       metadata: {
         underlying: openInterest.underlying,
         oiDate: openInterest.oiDate,

package/src/plugins/builtin/options-positioning/model.ts

@@ -1,5 +1,6 @@
 import { formatCompact, formatCompactAmount } from "../../../utils/format";
 import { formatExpDate } from "../../../utils/options";
+import { modelSpotLabel, modelSpotStamp, modelSpotStampVariants, observedModelSpot } from "../options/model-spot";
 
 export type PositioningTab = "strikes" | "expiries" | "gex";
 export const POSITIONING_TABS: { value: PositioningTab; label: string }[] = [
@@ -66,6 +67,29 @@ export function formatRatio(value: number | null | undefined): string {
 export function formatLevel(value: number | null | undefined): string {
   return value == null || !Number.isFinite(value) ? "--" : value.toFixed(2);
 }
+/**
+ * The spot Gloom Cloud read the distances and dealer gamma at, stamped as
+ * every options pane stamps its spot (`modelSpotStamp`), as a stat cell
+ * carries it: `pre-market Wed 21 Oct 09:35 UTC`, its shorter forms, then
+ * none, so the band keeps the columns it has in regular hours. Nothing for
+ * the regular session's price.
+ */
+export function positioningSpotDetail(spot: number | null | undefined, spotAsOf: string | null | undefined):
+  { detail?: string; detailVariants?: string[] } {
+  const at = spotAsOf ? Date.parse(spotAsOf) : Number.NaN;
+  if (spot == null || !Number.isFinite(at)) return {};
+  const observed = observedModelSpot(spot, at);
+  const stamp = modelSpotStamp(observed);
+  return stamp ? { detail: stamp, detailVariants: [...modelSpotStampVariants(observed), ""] } : {};
+}
+
+/** The spot as a report says it: `770.88 pre-market Wed 21 Oct 09:35 UTC`, `770.10 last Wed 21 Oct 14:05 UTC`. */
+export function formatPositioningSpot(spot: number | null | undefined, spotAsOf: string | null | undefined): string {
+  const at = spotAsOf ? Date.parse(spotAsOf) : Number.NaN;
+  if (spot == null || !Number.isFinite(spot)) return "--";
+  return Number.isFinite(at) ? `${formatLevel(spot)} ${modelSpotLabel(observedModelSpot(spot, at))}` : formatLevel(spot);
+}
+
 /** Where a level sits against spot: +0.6%. */
 export function formatDistance(level: number | null | undefined, spot: number | null | undefined): string {
   if (level == null || spot == null || !(spot > 0)) return "--";