指卖出认购期权或认沽期权，如投资者已作为义务方持有头寸或没有持有头寸时，则卖出成交后，增加义务方持有头寸；否则，先对冲持有的权利方头寸后，再增加义务方头寸。
指投资者作为义务方持有头寸（不含备兑开仓持仓头寸），买入期权，成为无义务方或减少义务方头寸。
指买入认购期权或认沽期权，如投资者已作为权利方持有头寸或没有持有头寸时，则买入成交后，增加权利方持有头寸；否则，先对冲持有的义务方头寸后，再增加权利方头寸。
指根据与交易所达成的协议安排，在期权交易中向市场提供流动性或者改善市场质量的专业交易者。
勒式策略(Strangle)指在买入一份认购期权的同时也买入一份认沽期权，两者的到期日相同但行权价不同。
勒式策略(Strangle)指在买入一份认购期权的同时也买入一份认沽期权，两者的到期日相同但行权价不同。An options strategy where the investor holds a position in both a call and put with different strike prices but with the same maturity and underlying asset. This option strategy is profitable only if there are large movements in the price of the underlying asset. This is a good strategy if you think there will be a large price movement in the near future but are unsure of which way that price movement will be. The strategy involves buying an out-of-the-money call and an out-of-the-money put option. A strangle is generally less expensive than a straddle as the contracts are purchased out of the money. For example, imagine a stock currently trading at $50 a share. To employ the strangle option strategy a trader enters into two option positions, one call and one put. Say the call is for $55 and costs $300 ($3.00 per option x 100 shares) and the put is for $45 and costs $285 ($2.85 per option x 100 shares). If the price of the stock stays between $45 and $55 over the life of the option the loss to the trader will be $585 (total cost of the two option contracts). The trader will make money if the price of the stock starts to move outside of the range. Say that the price of the stock ends up at $35. The call option will expire worthless and the loss will be $300 to the trader. The put option however has gained considerable value, it is worth $715 ($1,000 less the initial option value of $285). So the total gain the trader has made is $415.
跨式策略(Straddle)指买入一份认购期权的同时买入一个行权价和到期日相同的认沽期权。
跨期价差策略（Calendar Spread）指卖出一个到期日较早的认购期权，同时买入一个行权价相同但到期日较晚的认购期权。
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