diff --git a/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_model.py b/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_model.py
index fdd3211e6f3..a9391d6f28f 100644
--- a/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_model.py
+++ b/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_model.py
@@ -443,3 +443,12 @@ def get_earnings_history(symbol: str) -> pd.DataFrame:
     """
     earnings = yf.Ticker(symbol).earnings_history
     return earnings
+
+
+@log_start_end(log=logger)
+def get_currency(symbol) -> str:
+    """Quick helper to get currency for financial statements"""
+    ticker_info = yf.Ticker(symbol).info
+    if "financialCurrency" in ticker_info:
+        return ticker_info["financialCurrency"]
+    return "Not Specified"
diff --git a/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_view.py b/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_view.py
index 439d169274e..98fcbfc2806 100644
--- a/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_view.py
+++ b/openbb_terminal/stocks/fundamental_analysis/yahoo_finance_view.py
@@ -433,6 +433,9 @@ def display_fundamentals(
     if fundamentals.empty:
         # The empty data frame error handling done in model
         return
+
+    symbol_currency = yahoo_finance_model.get_currency(symbol)
+
     if plot:
         rows_plot = len(plot)
         fundamentals_plot_data = fundamentals.transpose().fillna(-1)
@@ -496,7 +499,7 @@ def display_fundamentals(
         print_rich_table(
             fundamentals.iloc[:, :limit].applymap(lambda x: "-" if x == "nan" else x),
             show_index=True,
-            title=f"{symbol} {title_str}",
+            title=f"{symbol} {title_str} Currency: {symbol_currency}",
         )
     export_data(
         export, os.path.dirname(os.path.abspath(__file__)), statement, fundamentals
diff --git a/openbb_terminal/stocks/options/nasdaq_model.py b/openbb_terminal/stocks/options/nasdaq_model.py
index c0d8bcad3bf..4a4dfe17165 100644
--- a/openbb_terminal/stocks/options/nasdaq_model.py
+++ b/openbb_terminal/stocks/options/nasdaq_model.py
@@ -11,6 +11,7 @@ import requests
 
 from openbb_terminal.decorators import log_start_end
 from openbb_terminal.rich_config import console
+from openbb_terminal.stocks.options.op_helpers import get_dte_from_expiration as get_dte
 
 logger = logging.getLogger(__name__)
 
@@ -73,6 +74,9 @@ def get_full_chain(symbol: str) -> pd.DataFrame:
                     }
                 )
             )
+            df["DTE"] = df["expirygroup"].apply(lambda t: get_dte(t))
+            df = df[df.DTE > 0]
+            df = df.drop(columns=["DTE"])
             return df
 
     console.print(f"[red]{symbol} Option Chain not found.[/red]\n")
diff --git a/openbb_terminal/stocks/options/op_helpers.py b/openbb_terminal/stocks/options/op_helpers.py
index 58ca2dcfd24..064bd3c73da 100644
--- a/openbb_terminal/stocks/options/op_helpers.py
+++ b/openbb_terminal/stocks/options/op_helpers.py
@@ -4,6 +4,7 @@ __docformat__ = "numpy"
 from math import e, log
 from typing import Union
 
+from datetime import datetime, timedelta
 import numpy as np
 import pandas as pd
 from scipy.stats import norm
@@ -11,6 +12,32 @@ from scipy.stats import norm
 from openbb_terminal.rich_config import console
 
 
+def get_dte_from_expiration(date: str) -> float:
+    """
+    Converts a date to total days until the option would expire.
+    This assumes that the date is in the form %B %d, %Y such as January 11, 2023
+    This calculates time from 'now' to 4 PM the date of expiration
+    This is particularly a helper for nasdaq results.
+
+    Parameters
+    ----------
+    date: str
+        Date in format %B %d, %Y
+
+    Returns
+    -------
+    float
+        Days to expiration as a decimal
+    """
+    # Get the date as a datetime and add 16 hours (4PM)
+    expiration_time = datetime.strptime(date, "%B %d, %Y") + timedelta(hours=16)
+    # Find total seconds from now
+    time_to_now = (expiration_time - datetime.now()).total_seconds()
+    # Convert to days
+    time_to_now /= 60 * 60 * 24
+    return time_to_now
+
+
 def get_loss_at_strike(strike: float, chain: pd.DataFrame) -> float:
     """Function to get the loss at the given expiry
 
diff --git a/openbb_terminal/stocks/options/options_controller.py b/openbb_terminal/stocks/options/options_controller.py
index a6a9d4817f0..21edafd52f9 100644
--- a/openbb_terminal/stocks/options/options_controller.py
+++ b/openbb_terminal/stocks/options/options_controller.py
@@ -150,7 +150,7 @@ class OptionsController(BaseController):
         if self.expiry_dates and session and obbff.USE_PROMPT_TOOLKIT:
             self.choices["exp"] = {str(c): {} for c in range(len(self.expiry_dates))}
             self.choices["exp"]["-d"] = {c: {} for c in self.expiry_dates + [""]}
-            if self.chain:
+            if self.chain and self.source != "Nasdaq":
                 self.choices["hist"] = {
                     str(c): {}
                     for c in self.chain.puts["strike"] + self.chain.calls["strike"]