AFAIK there is a library to code option strategies <contract.h>, you can find more info in the following links:
http://www.financial-hacker.com/algorithmic-options-trading/http://www.financial-hacker.com/algorithmic-options-trading-2/http://www.financial-hacker.com/algorithmic-options-trading-part-3/If you search on the forum you'll find some more questions relating to options trading. I can't further help you as i haven't done any research with options trading yet.
Hope it helps.
