I am following an options tutorial listed here but can't seem to get the code working. I am new to coding/programming so apologies if this seems like an easy/silly question.

I keep getting the below error;

Runtime Error: TypeError : 'NoneType' object is not iterable
at OnData
df = pd.DataFrame([[x.Right in main.py:line 24

TypeError : 'NoneType' object is not iterable (Open Stacktrace)

I believe the relevant bit of code where this error is occurring is here;

def OnData(self,slice):
optionchain = None
for i in slice.OptionChains:
if i.Key != self.symbol: continue
optionchain = i.Value
self.Log("underlying price:" + str(optionchain.Underlying.Price))
df = pd.DataFrame([[x.Right,float(x.Strike),x.Expiry,float(x.BidPrice),float(x.AskPrice)] for x in optionchain],
index=[x.Symbol.Value for x in optionchain],
columns=['type(call 0, put 1)', 'strike', 'expiry', 'ask price', 'bid price'])

What am I doing wrong?

Thanks in advance for any help.