private List<Leg> _legs;

public override void Initialize() {
    SetStartDate(2013, 10, 07);

    var index = AddIndex("SPX").Symbol;
    Symbol getSymbol(decimal strike) => QuantConnect.Symbol.CreateOption(index, "SPXW", Market.USA, OptionStyle.European, OptionRight.Put, strike, DateTime.Today);

    _legs = new() { Leg.Create(getSymbol(5150), 1), Leg.Create(getSymbol(5200), -1) };
    foreach(var leg in _legs)
    {
        AddIndexOptionContract(leg.Symbol).SetMarketPrice(new Tick(DateTime.UtcNow, leg.Symbol, 1.35m, 1.30m, 1.40m));
    } 
}

public override void OnWarmupFinished() {
    if (_legs.Any(x=> !Portfolio[x.Symbol].Invested)) {
        ComboLimitOrder(_legs, 1, -0.123456789m);   // <---
    }
}