Foreign exchange option, also known as currency option, is a choice contract. The holder, namely the option buyer, has the right to buy or sell a certain amount of foreign exchange assets at a specified price at or before the expiration of the contract period, while the option seller is obliged to sell (or buy) the foreign exchange assets bought (or sold) by the option buyer when the buyer asks for execution. Foreign exchange option is a kind of option. Compared with stock options, index options and other options, foreign exchange options buy and sell foreign exchange, that is, the option buyer obtains a right after paying the corresponding option fee to the option seller, that is, the option buyer has the right to buy and sell the currency agreed by the seller at the exchange rate and amount agreed by both parties in advance on the agreed expiration date, and the buyer with the right also has the right not to execute the above-mentioned sales contract.