I have a question about implementation of one Option strategy.

My strategy will have several important points:
1. Universe selection. Each month it will select top N assets with highest momentum over some period.
2. Alpha model. It will be based on some indicator.
3. Portfolio construction - EqualWeighted
4. Execution model. Instead of buing the asset we should buy Option of that asset with following filters: 30<TimeExpiry<90 and <20Delta<40.

The most challenging part of this strategy is Execution model, because in fact the strategy works with stocks in Alpha model, but on the other hand it should buy Options.
So, my questions are:
1. How to implement Execution model in a right way?
What I mean here, when I should call AddOption() function, in UniverseSelection model or in Execution model?
If I do it in UniverseSelection model I add a lot of additional symbols to the Universe and the strategy will become to work slowly.
On the other hand, if I do it in Execution model I can get information about Options with big delay. And it is bad too.

Can you give me any suggestion?

2. Assume in the UniverseSelection model I call AddOption() for each stock symbol in the Universe.
How can I then remove all option symbols about the stock, which is exclude from the Universe?

Thanks in advance,