The algorithm is being stopped before the end date. I can't see the reason why. If I add the option in the OnData function, the result is the same. 

Also, the tutorial says "OptionChains is a collection of OptionChain keyed by the option's underlying symbol." but the tutorial algorithm checks the following condition:

if kvp.Key != self.option_symbol: continue

However, if I Debug

kvp.Key

and 

self.option_symbol

they are only ever equal to ?GOOG. Shouldn't it be that the key is equal to the option_symbol?

 

Regards,

 

 

 

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