OptionContract.Create not returning a value

Based on the information provided in the extracts, it seems that you are trying to retrieve historical implied volatility data for an option contract. However, there is no direct mention or example of using the OptionContract.Create method for this purpose.

In the extracts, there are examples of how to add an option contract and retrieve its Greeks, including implied volatility, in the next OnData() cycle. Here is an example in Python:

# Adding option contract
tempOption = AddOptionContract(optSymbol)
tempOption.PriceModel = OptionPriceModels.BlackScholes()
callOptionsList.Add(tempOption)

# Retrieving Greeks (Delta)
foreach (var newChain in data.OptionChains)
{  
    var testVol = Securities[newChain.Key.Underlying].VolatilityModel.Volatility
    Debug("At " + data.Time + ", Symbol,   Bid,  Ask, Last, Open Interest, Volatility, Theoretical Price, Delta, Implied Vol")
    foreach (var thisContract in newChain.Value)
    {  
        Debug("At " + data.Time + ", " + thisContract.Symbol.Value  + ", " + thisContract.BidPrice + ", " + thisContract.AskPrice + ", "  + thisContract.LastPrice + ", " + thisContract.OpenInterest + ", "+ testVol + ", " + thisContract.TheoreticalPrice + ", " + thisContract.Greeks.Delta + ", "  + thisContract.ImpliedVolatility)
    }  
}

However, please note that this example is in C# and you might need to translate it into Python if that's your preferred language. Also, this example assumes that you have already added the underlying security for the option contract.

If you are still facing issues, it would be helpful if you could share the errors you are seeing or the specific code you are using. This would allow us to provide more targeted assistance.