As an active Options trader, I realized lean framework still has some room of improvement with Options. I'm trying to automatize some of my strategies and one very useful way to write clean code is with the Algorithm Framework.

There is already a way to create Option Chains tied to a universe (, but there was no way to tie those Option Chains to a UniverseSelectionModel. I wrote a new UniverseSelectionModel that can handle that. For example, now you can keep updated Option Chains tied to a Fundamental universe selection.

Feel free to use or adapt it if you find it useful.