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How do I use setFilter on option objects to grab only the nearest OTM option?
Right now I'm using
Share New Research 
self.optionsymbol1.SetFilter(+1, +2, timedelta(37), timedelta(60))I want options with the nearest OTM strike between 37 and 60 days old.
Could anyone kindly assist?
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Louis Szeto
Hi Dean
I assume you only want call option. Your filter set up seems good to me, so what do you want to grab? A single option with some expiry constraints? Or all options from the horizontal option chain of the same strike?
Cheers
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dean Lim
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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