Universes

var option = AddIndexOption("VIX");
_symbol = option.Symbol;

option = self.add_index_option("VIX")
self._symbol = option.symbol

var indexSymbol = AddIndex("VIX").Symbol;
var option = AddIndexOption(indexSymbol, "VIXW");
_symbol = option.Symbol;

index_symbol = self.add_index("VIX").symbol
option = self.add_index_option(index_symbol, "VIXW")
self._symbol = option.symbol

option.price_model = OptionPriceModels.crank_nicolson_fd();

option.price_model = OptionPriceModels.crank_nicolson_fd()

// Select contracts that have a strike price within 1 strike level above and below the underlying price
option.SetFilter(minStrike: -1, maxStrike: 1);

// Select contracts that expire within 30 days
option.SetFilter(minExpiry: TimeSpan.FromDays(0), maxExpiry: TimeSpan.FromDays(30));

// Select contracts that have a strike price within 1 strike level and expire within 30 days
option.SetFilter(minStrike: -1, maxStrike: 1, minExpiry: TimeSpan.FromDays(0), maxExpiry: TimeSpan.FromDays(30));

// Select call contracts
option.SetFilter(optionFilterUniverse => optionFilterUniverse.CallsOnly());

# Select contracts that have a strike price within 1 strike level above and below the underlying price
option.set_filter(min_strike=-1, max_strike=1)

# Select contracts that expire within 30 days
option.set_filter(min_expiry=timedelta(days=0), maxExpiry=timedelta(days=30))

# Select contracts that have a strike price within 1 strike level and expire within 30 days
option.set_filter(min_strike=-1, max_strike=1, min_expiry=timedelta(days=0), maxExpiry=timedelta(days=30))

# Select call contracts
option.set_filter(lambda option_filter_universe: option_filter_universe.calls_only())

// Example 1: Select the front month call contracts
option.SetFilter(optionFilterUniverse => optionFilterUniverse.CallsOnly().FrontMonth());

// Example 2: Select the contracts (including weeklys) that expire in the next 90 days
option.SetFilter(optionFilterUniverse => optionFilterUniverse.IncludeWeeklys().Strikes(-20, 20).Expiration(0, 90));

// Example 3: Select the contracts (including weeklys) that expire in the next 30 days that form an Iron Condor
option.SetFilter(optionFilterUniverse => optionFilterUniverse.IncludeWeeklys().Strikes(-20, 20).Expiration(0, 30).IronCondor(30, 5, 10));

# Example 1: Select the front month call contracts
option.set_filter(lambda option_filter_universe: option_filter_universe.calls_only().front_month())

# Example 2: Select the contracts (including weeklys) that expire in the next 90 days
option.set_filter(lambda option_filter_universe: option_filter_universe.include_weeklys().strikes(-20, 20).expiration(0, 90))

# Example 3: Select the contracts (including weeklys) that expire in the next 30 days that form an Iron Condor
option.set_filter(lambda option_filter_universe: option_filter_universe.include_weeklys().strikes(-20, 20).expiration(0, 30).iron_condor(30, 5, 10))

// In Initialize
option.SetFilter(Selector);
    
private OptionFilterUniverse Selector(OptionFilterUniverse optionFilterUniverse)
{
    var symbols = optionFilterUniverse.PutsOnly();
    var strike = symbols.Select(symbol => symbol.ID.StrikePrice).Min();
    symbols = symbols.Where(symbol => symbol.ID.StrikePrice == strike);
    return optionFilterUniverse.Contracts(symbols);
}

# In initialize
option.set_filter(self._contract_selector)
    
def _contract_selector(self, option_filter_universe: OptionFilterUniverse) -> OptionFilterUniverse:
    symbols = option_filter_universe.puts_only()
    strike = min([symbol.id.strike_price for symbol in symbols])
    symbols = [symbol for symbol in symbols if symbol.id.strike_price == strike]
    return option_filter_universe.contracts(symbols)

public override void OnData(Slice slice)
{
    if (slice.OptionChains.TryGetValue(_symbol, out var chain))
    {
        // Example: Find 5 put contracts that are closest to at-the-money (ATM) and have the farthest expiration
        var contracts = chain
            .Where(x => x.Right == OptionRight.Put)
            .OrderByDescending(x => x.Expiry)
            .ThenBy(x => Math.Abs(chain.Underlying.Price - x.Strike))
            .Take(5);

        // Select the contract with the delta closest to -0.5
        var contract = contracts.OrderBy(x => Math.Abs(-0.5m - x.Greeks.Delta)).FirstOrDefault();
    }
}

def on_data(self, slice: Slice) -> None:
    chain = slice.option_chains.get(self._symbol)
    if chain:
        # Example: Find 5 put contracts that are closest to at-the-money (ATM) and have the farthest expiration
        contracts = [x for x in chain if x.right == OptionRight.PUT]
        contracts = sorted(sorted(contracts, \
            key = lambda x: abs(chain.underlying.price - x.strike)), \
            key = lambda x: x.expiry, reverse=True)[:5]
    
        # Select the contract with the delta closest to -0.5
        contract = sorted(contracts, key=lambda x: abs(-0.5 - x.greeks.delta))[0]

public override void OnData(Slice slice)
{
    foreach (var kvp in slice.OptionChains)
    {
        var canoncialSymbol = kvp.Key;
        var chain = kvp.Value;
        var contracts = chain.Contracts;
    }
}

def on_data(self, slice: Slice) -> None:
    for canonical_symbol, chain in slice.option_chains.items():
        contracts = chain.contracts