At what temp should I keep the hens locked up?

[From the North]

It's a lovely -26C (-16F) this morning. Do I need to keep the hens locked up in the coop, or can I open the door so they still have the option of going out? I would like to give them the option of going out but it will make the coop that much colder. It's a bit small in the coop for 11 hens to sit in all day. I need to decide in the next 30min before I leave for work.

 

[aart]

Let them choose, unless the opened door creates a wicked draft in the coop.
I kept my door closed because they weren't going out anyway, and it's nowhere near as cold here as your location.