Expand Index option support

[Martin-Molinero]

Description

• Expand Index option support

  Related Issue

  See https://github.com/QuantConnect/Lean/pull/6849

  Motivation and Context

  N/A

  Requires Documentation Change

  N/A

  How Has This Been Tested?

  Live trading

  Types of changes

• [ ] Bug fix (non-breaking change which fixes an issue)
• [ ] Refactor (non-breaking change which improves implementation)
• [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
• [x] New feature (non-breaking change which adds functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to change)
• [ ] Non-functional change (xml comments/documentation/etc)

Checklist:

• [x] My code follows the code style of this project.
• [x] I have read the CONTRIBUTING document.
• [ ] I have added tests to cover my changes.
• [x] All new and existing tests passed.
• [x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>