Using OptionsSymbol C#

I am trying my hand at recreating some python code in C# but am having some trouble with typing, specifically I want to get the furtherest expiration for a chain.

The documentation is rather limited (and has a typo I believe):

// In Initialize
OptionSymol = option.Symbol; // (sp)?

// In OnData
OptionChain chain;
if (slice.OptionChains.TryGetValue(OptionSymbol, out chain))
// we find at the money (ATM) put contract with farthest expiration
var atmContract = chain
.OrderByDescending(x => x.Expiry)
.ThenBy(x => Math.Abs(chain.Underlying.Price - x.Strike))
.ThenByDescending(x => x.Right)

I have:

private Symbol options_symbol; // should be OptionsSymbol?

public override void Initialize()
SetStartDate(2018, 9, 1); //Set Start Date
SetEndDate(2018, 9, 30); //Set End Date
SetCash(100000); //Set Strategy Cash
AddEquity("SPY", Resolution.Minute);
var option = AddOption("SPY", Resolution.Minute);
options_symbol = option.Symbol; // returns "OptionsSymbol"?
SetWarmUp(TimeSpan.FromDays(3)); //Warm up 7 days of data.

And than in `onData()`

public override void OnData(Slice data)
if(IsWarmingUp) return;
OptionChain chain;
// TryGetValue (doesn't work with option_symbol as type Symbol)
if(slice.OptionChains.TryGetValue(option_symbol, out chain)){
var spot_price = chain.Underlying.Price;
DateTime expiry = chain
.OrderByDescending(x => x.Expiry)
Log("Expiry: " + expiry);
} else {
Debug("Didn't get options chain");
Update Backtest

You should declare the variable before assigning the value. "OptionSymol" is just a variable name, you can use option_symbol as well but you need to assign the value to this variable in Initialize()

option_symbol = option.Symbol;

In the documentation, the name should be "OptionSymbol" instead of "OptionSymol". We've fixed this typo.

Please see the attached algorithm


Update Backtest


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