Share New Research 
Attaching the code snippet below - self.Holdings is a list of Symbols for the securities in my portfolio (I do a poor job of updating the sold holdings so h2 cleans that up for me)
Not sure why the call object doesn't contain a Strike key. It has most of the other Option properties from what I skimmed (bid, ask, expiry, etc...) but not Strike.
h = [self.Portfolio[x] for x in self.Holdings]
h2 = [x for x in h if x.Invested]
callH = [x for x in h2 if x.Symbol.SecurityType == SecurityType.Option and not(self.Securities[x.Symbol].Right)][0]
call = self.Securities[callH.Symbol]
c = call.Strike
Peter Dimov
Found it!
Option.Symbol.ID.StrikePrice works :)
Peter Dimov
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!