How to log strike price of options contract information?

My code might help, take a look at the Backtest code 

Or may be you are just looking for this?

strikes = [x.ID.StrikePrice for x in filtered_options]

Yeah seems like that would work but it keeps throwing errors. 

In my code I get an option from the options filter and it logs the option at the end:

QQQ Call contract QQQ 230112C00283000

It even has the strike price in that log, but I don't know how to pull it out.  If I add your code to the end it gives an error:

Runtime Error: 'Symbol' object is not iterable
  at OptionsFilterqqqcall
    strikes = [x.ID.StrikePrice for x at callqqqcontract]
 in main.py: line 144
  at Buyqqqcall
    self.callcontractqqq = self.OptionsFilterqqqcall(data)
 in main.py: line 111
  at OnData
    self.Buyqqqcall(data)
   at Python.Runtime.PythonException.ThrowLastAsClrException()
   at Python.Runtime.PyObject.Invoke(PyTuple args in main.py: line 99

def OptionsFilterqqqcall(self, data):
        ''' OptionChainProvider gets a list of option contracts for an underlying symbol at requested date.
            Then you can manually filter the contract list returned by GetOptionContractList.
            The manual filtering will be limited to the information included in the Symbol
            (strike, expiration, type, style) and/or prices from a History call '''

        callcontractsqqq = self.OptionChainProvider.GetOptionContractList(self.symbolqqq, data.Time)
        self.underlyingPriceqqq = self.Securities[self.symbolqqq].Price
        # filter the out-of-money put options from the contract list which expire close to self.DTE num of days from now
        qqqotm_calls = [i for i in callcontractsqqq if i.ID.OptionRight == OptionRight.Call and
                                            i.ID.StrikePrice > self.CallOTM * self.underlyingPriceqqq and
                                            (i.ID.Date - data.Time).days < self.CallDTE]
                                            
        if len(qqqotm_calls) > 0:
            # sort options by closest to self.DTE days from now and desired strike, and pick first
            callqqqcontract = sorted(sorted(qqqotm_calls, key = lambda x: abs(x.ID.StrikePrice - self.underlyingPriceqqq)))[0]
            if callqqqcontract not in self.callcontractsAddedqqq:
                self.callcontractsAddedqqq.add(callqqqcontract)
                # use AddOptionContract() to subscribe the data for specified contract
                self.AddOptionContract(callqqqcontract, Resolution.Minute)
            self.Log("QQQ Call contract {0}".format(callqqqcontract))
            strikes = [x.ID.StrikePrice for x in callqqqcontract]
            self.Log("strike price: {0}".format(strikes))
            return callqqqcontract
            
        else:
            return str()

I also have this code up in OnData which loads in the short call contract and logs it as the following:

[<QuantConnect.Symbol object at 0x7fed3d0dfa80>]

shortcalloptioninvestedQQQ = [symbol for symbol, holding in self.Portfolio.items() if holding.IsShort and holding.Type == SecurityType.Option and symbol.Underlying.Equals(self.symbolqqq) and symbol.ID.OptionRight == OptionRight.Call]

If I try to pull the strike off of it the same way I get a similar error. 

I cant figure out how to pull that dang strike price (in the form of a whole number) out of QQQ 230112C00283000

Looks like your following code is not an array, you are just picking one or the first object or contract 

callqqqcontract = sorted(sorted(qqqotm_calls, key = lambda x: abs(x.ID.StrikePrice - self.underlyingPriceqqq)))[0]

if you want iterable then use it

callqqqcontract = sorted(sorted(qqqotm_calls, key = lambda x: abs(x.ID.StrikePrice - self.underlyingPriceqqq)))

in this way you will have an array of contracts, and now 

strikes = [x.ID.StrikePrice for x in callqqqcontract]

that should work. Hope that helps