期权的庄家是要保持 delta neutral 的，

Option market maker who sold call or put options have to offset short call or put options by longing or shorting underlying stocks (or other options), so that price movement of the stock within a range does not affect his net balance. It's called delta hedging. He makes money by earning the time value of options called premiums. These days, the process is done automatically with computer programs. Small option players have even harder chance against market makers than stocks.