Options
Option Trading: Pricing and Volatility Strategies and Techniques
Euan Sinclair
Euan Sinclair, a professional option trader who designs quantitative trading strategies, explains pricing theory and the hedging and volatility techniques built on it. A practical companion to Natenberg. For advanced readers.
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Sheldon Natenberg
Sheldon Natenberg traded options as an independent market maker on the CBOE and the Chicago Board of Trade, and he has been on the education team at Chicago Trading Company since 2000. You learn how volatility drives option prices and how professional traders think about pricing and risk. For serious readers ready for a demanding text.
Jeff Augen
Jeff Augen, a former IBM executive turned private investor and writer, spent more than a decade building software for the technical analysis of derivatives prices. He shows how to look for volatility distortions in option prices. A niche title for advanced readers.
Lawrence G. McMillan
Lawrence McMillan is president of McMillan Analysis Corporation and publishes The Option Strategist newsletter. This 1,000-page reference explains how nearly every listed-options strategy works, when it fits and what can go wrong. For intermediate readers who want one desk reference.