Options Greeks and Implied Vol Accessible from Option Object

[AlexCatarino]

Expected Behavior

Be able to access greeks and implied volatility at the Option object similar to market data: Securities[symbol].Greeks.Delta.

Actual Behavior

If the algorithm wants to track an option contract greeks and implied volatility, it needs to look for the latest contract in QCAlgorithm.CurrentSlice.OptionChains (see #3207)

Potential Solution

N/A

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues

[jaredbroad]

Ideally implemented as a greeks cache invalidated with data updates to the security.cache.