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As a starting point, we agreed to revise the definition of option trading strategy (in Options) to cover the points made in John's summary and add the subclasses . We may want to add individuals that represent the strategies, each of which involve some number of options on the same underlier, and include constraints on the parameters of the strategy. Addressing this likely requires a more comprehensive use case, though, and some examples so that we can understand how to build out the ontology to reflect the relevant competency questions. Once we have completed our current use cases, we should consider adding a use case similar to the Nordea use case involving representation of a trade. That representation would include the notion of a deal that implements an option trading strategy and potentially multiple trades.