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Hi Steve
The two best books on options strategies that I have found are Sheldon
Natenbergs Option Volatility and Pricing and Larry McMillans McMillan
on Options. Natenbergs book is very good at explaining the different
strategies in detail. McMillan trades futures options on a regular basis
and constructs spreads and hedges on a regular basis. McMillan's site
may have historical data on options.
Regards
John Manasco
Steve Karnish wrote:
>
> List,
>
> Could someone suggest a good book on futures options' strategies? Also, is
> there an inexpensive historical data vendor that caters to futures options?
>
> Thanks,
>
> Steve Karnish
> CCT
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