预期标的资产价格会有显著的变动，但后市方向不明朗，投资者适合采用的期权交易策略是（）。
A.买入跨式期权
B.卖出跨式期权
C.买入垂直价差期权
D.卖出垂直价差期权
参考答案：A
解析：本题考查期权套利交易策略分析的内容。跨市套利是指以相同的执行价格同时买进或卖出不同种类的期权。当后市方向不明确，但认为会有显著的价格变动，波动性会增大时，应当买入跨市套利。
| 阅读理解。 | |
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