How should earnings data and options data be engineered into ML features?

Hi, I have data for the top 100 US stocks, yearly changing universe from 2000 - 2026. Im trying to play around with some machine learning models, I dont think that I'm really extracting information as well as I could out of the options data and the earnings data. Any input regarding what features can and should be engineered, what to look out for, etc, will be very valuable. Thanks!