Implement the usage of OptionsChain to filter by greeks in DataHandler

[Chocksy]

Example of the new feature added by Lean/QC team and algo using it:

class OptionChainFullDataRegressionAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2015, 12, 24)
        self.set_end_date(2015, 12, 24)
        self.set_cash(100000)

        goog = self.add_equity("GOOG").symbol

        # Get contracts expiring within 10 days, with an implied volatility greater than 0.5 and a delta less than 0.5
        contracts = [
            contract_data
            for contract_data in self.option_chain(goog)
            if contract_data.id.date - self.time <= timedelta(days=10) and contract_data.implied_volatility > 0.5 and contract_data.greeks.delta < 0.5
        ]
        # Get the contract with the latest expiration date
        self._option_contract = sorted(contracts, key=lambda x: x.id.date, reverse=True)[0]

        self.add_option_contract(self._option_contract)

    def on_data(self, data):
        # Do some trading with the selected contract for sample purposes
        if not self.portfolio.invested:
            self.market_order(self._option_contract, 1)
        else:
            self.liquidate()