Abstract:Using methodologies in computational finance,this paper constructs an artificial stock market including stock options,forms a relative complete financial market including derivative trading. In the option trading module,different types of option traders are employed; multi-agent matchmaking tradeoff model is introduced in option pricing,based on information conduction between option market and stock market. The experiment results show that after the options being introduced,the volatility of the stock market increases,the strength of high peak and fat tail decreases,and the persistence of volatility of stock return strengthens. The amount of information of option market and the proportion of different types of option traders also have significant impact on the stock market.