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I have received several requests for an option book list, so here goes.
Introductory level, but still very much worth reading:
Ansbacher, The New Options Market (4th ed.)
Kaplan, The Options Advantage
Professional Level:
Natenberg, Option Volatility and Pricing Strategies
McMillan, Options as a Strategic Investment (a must read)
McMillan, McMillan on Options
Cottle, Options: Perception and Deception
Academic Level (requires reasonably good math background):
Arditti, Derivatives
Hull, Options, Futures, and Other Derivative Securities
Hope this helps.
Good trading!
Michael Suesserott
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