Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *

class PrintOptionsContracts(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 24)
        self.SetEndDate(2022, 1, 24)
        self.SetCash(100000)

        self.UniverseSettings.MinimumTimeInUniverse = timedelta(0)

        self.option = self.AddOption("GOOGL", Resolution.Minute)
        self.option.SetFilter(-1, +1, timedelta(10), timedelta(30))  

        self.Schedule.On(self.DateRules.On(2022, 1, 24),
                 self.TimeRules.At(9, 35),
                 lambda: self.Quit())

    def OnData(self, slice):
        for kvp in slice.OptionChains: 
            if kvp.Key != self.option.Symbol: continue 

            for contract in kvp.Value:
                self.Log(str(contract.UnderlyingSymbol) + \
                         " Underlying price = " + str(contract.UnderlyingLastPrice) + 
                         " Strike = " + str(contract.Strike) + 
                         " Right = " + str(contract.Right) + 
                         " Expiry = " + str(contract.Expiry))