---
title: "Future Options"
description: "Future Option contracts give the buyer a window of opportunity to buy or sell the underlying Future contract at a specific price."
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/03%20Securities/99%20Asset%20Classes/07%20Future%20Options
modified: 2026-10-29
index: https://www.quantconnect.com/llms.txt
---

# Future Options

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Securities > [Asset Classes](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes.md) > Future Options

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

Future Option contracts give the buyer a window of opportunity to buy or sell the underlying Future contract at a specific price.

- [Requesting Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/requesting-data.md)
- [Handling Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/handling-data.md)
- [Greeks and Implied Volatility](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/greeks-and-implied-volatility.md)
- [Market Hours](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/market-hours.md)

### See Also

- [BasicTemplateFutureOptionAlgorithm.py](https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/BasicTemplateFutureOptionAlgorithm.py)
- [BasicTemplateFutureOptionAlgorithm.cs](https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/BasicTemplateFutureOptionAlgorithm.cs)

## Pages in This Section

- [Requesting Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/requesting-data.md)
- [Handling Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/handling-data.md): LEAN passes the data you request to the OnData method so you can make trading decisions. The Slice object groups the data together with a timestamp.
- [Greeks and Implied Volatility](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/greeks-and-implied-volatility.md)
- [Market Hours](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options/market-hours.md)