1. I haven't worked with the options parts of Zorro myself, but you can find related functions here:
https://manual.zorro-project.com/contract.htm
and a small tutorial here:
https://zorro-project.com/manual/en/tutorial_options.htm

2. Another tutorial which shows (among other things) how to optimize a stop loss based on ATR.
https://manual.zorro-project.com/tutorial_var.htm