This　paper　conducts　a　comprehensive,　systematic　exposition　about　the　options　market,　introduces　the　basic　knowledge　of　continuous　double　auction　mechanism,　then　discusses　agents＇　trading　strategies　that　based　on　Zero-Intelligence-Plus　algorithms,　and　simulate　the　options　trading　process　by　using　the　Swarm　platform.　After　modeling　and　simulation,　we　find　that　the　experimental　results　are　in　consistent　with　the　actual　market.