I could only find static symbol examples for options trading and wanted to share how I implemented AddUniverse in an options contract writing example. I hope someone finds it useful.

I took my alpha out before I shared, so I don't think this example will make you money -  this example trades short strangles indescriminately.

As is, this thing is slow, scanning a massive options dataset. Definitely need to filter down to expand on the timeframe that you can reasonably backtest on. Backtesting 1 year can take 30 min to an hour. enjoy!