How to buy 10% out of the money puts, or 30% out of the money puts?
Idea from Mark Spitznagel in “The Dao of Capital”.
By 10% out of the money puts I mean 10% below current SPY price.

contracts = sorted(sorted(sorted(chain, \
    key = lambda x: abs(chain.Underlying.Price * 0.9)), \
    key = lambda x: x.Expiry, reverse=True), \
    key = lambda x: x.Right, reverse=True)

but to match this what do I set the minPrice and maxPrice in the SetFilter helper?

option.SetFilter(lambda u: (u.Strikes(minPrice, maxPrice).Expiration(30, 60)))