There are at least two ways to think about option trading strategies more advanced than the eight basic ones presented in Chapter 10. One way requires mathematical genius in order to figure out, both as to where they come from and how they operate in practice. The other way is to systematically generate them, for example, from rational option pricing restrictions of the type discussed in Chapter 11. Since I believe that much of derivatives analysis is not rocket science and partial differential equations, we will take the latter approach.