Etymology
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sphinx (n.)

monster of Greek mythology having a lion's (winged) body and a woman's head; she waylaid travelers around Thebes and devoured those who could not answer her questions; Oedipus solved the riddle and the Sphinx killed herself. In English from early 15c., from Latin Sphinx, from Greek Sphinx, said to mean literally "the strangler," a back-formation from sphingein "to squeeze, bind" (see sphincter).

There also was an Egyptian form (usually male and wingless); in reference to this it is attested in English from 1570s; specific reference to the colossal stone one near the pyramids at Giza is attested from 1610s. Transferred sense of "person or thing of mysterious nature" is from c. 1600. The proper plural would be sphinges. As adjectives in English, sphingal, sphingian, sphingine, sphinxian, sphinxine, and sphinx-like all have been tried.

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Definitions of sphinx
1
sphinx (n.)
an inscrutable person who keeps his thoughts and intentions secret;
sphinx (n.)
one of a number of large stone statues with the body of a lion and the head of a man that were built by the ancient Egyptians;
2
Sphinx (n.)
(Greek mythology) a riddling winged monster with a woman's head and breast on a lion's body; daughter of Typhon;
From wordnet.princeton.edu