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Cover: Option Volatility and Pricing (2nd ed.) by Sheldon Natenberg
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Option Volatility and Pricing (2nd ed.)

Sheldon Natenberg

AdvancedVolatilityPricing modelsGreeks

Our verdict

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.

Who it's for

  • Advanced readers interested in Volatility and Pricing models.
  • Traders building a shelf around greeks & volatility.

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