#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class CustomDividendYieldModelAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        private Dictionary<Symbol, Delta> _deltas = new();
        private Dictionary<Symbol, MyDividendYieldModel> _dividendYieldModel = new();

        public override void Initialize()
        {
            SetStartDate(2024, 2, 5);
            SetEndDate(2024, 2, 22);
            SetCash(100000);
            
            var option = AddOption("MSFT");
            option.SetFilter(0,1,0,31);
            _symbol = option.Symbol;
            _dividendYieldModel[_symbol.Underlying] = new MyDividendYieldModel();
        }

        public override void OnData(Slice data)
        {
            if (!data.OptionChains.TryGetValue(_symbol, out var chain)) return;
            var expiry = chain.Min(x => x.Expiry);
            chain
                .Where(x => x.Expiry == expiry && x.Right == OptionRight.Call && !_deltas.ContainsKey(x.Symbol))
                .Select(x => x.Symbol)
                .DoForEach(x => _deltas[x] = CreateDeltaIndicator(x));
        }

        private Delta CreateDeltaIndicator(Symbol symbol)
        {
            var dividendYieldModel = _dividendYieldModel[symbol.Underlying];
            var delta = new Delta(symbol.Value, symbol, RiskFreeInterestRateModel, dividendYieldModel);
            RegisterIndicator(symbol, delta, Resolution.Minute);
            RegisterIndicator(symbol.Underlying, delta, Resolution.Minute);
            return delta;
        }

        public override void OnEndOfDay(Symbol symbol)
        {
            if (_deltas.TryGetValue(symbol, out var delta))
            {
                Plot("Delta", symbol.Value, delta.Current.Value);
            }
        }
    }

    public class MyDividendYieldModel : IDividendYieldModel 
    {
        public decimal GetDividendYield(DateTime date)
        {
            return 0.02m;
        }
    }
}