From what I have seen, the suggested method of creating options "universes" is to first select equities using the normal Universe models and then adding contracts on a OnSecuritiesChanged method.

Are there any ways (or near term plans) to create a universe selection model class which gets fed option contracts as the raw data for it's slices? 

This would be extremely useful for strategies that focus on option securities as the main source of alpha (not as a hedge)