Name: Option volatility & pricing
ISBN: 9781557384867

Option volatility & pricing

Written in a clear, easy-to-understand fashion, Option Volatility & Pricing points out the key concepts essential to successful trading. Drawing on his experience as a professional trader, author Sheldon Natenberg examines both the theory and reality of option trading. He presents the foundations of option theory explaining how this theory can be used to identify and exploit trading opportunities. Option Volatility & Pricing teaches you to use a wide variety of trading strategies and shows you how to select the strategy that best fits your view of market conditions and individual risk tolerance.

What Hacker News says

jabberwckyJan 2021

Option Volatility and Pricing by Natenberg is extremely complete while managing to avoid drowning in maths, it is widely recommended and considered a classic. There are more informal books around that focus a little too much on trading/application rather than mechanics, and an endless supply of textbooks that'll either bore you to death, drown you in maths or both.

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totalZeroJan 2021

Natenberg wrote the classic tome on the subject (Option Volatility and Pricing) but the burned hand teaches best. Trade some options, lose some money, and you'll learn what to do and what not to do.

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quickthrowmanFeb 2020

“Option Volatility and Pricing” by Natenberg is the standard text on options. There are also multiple option strategy websites that explain the different single and multi-leg option strategies, if you just want a cursory overview.

You can try your hand at paper trading, thinkorswim by TD Ameritrade has paper trading, and you just need a token deposit of a few bucks to open an account which includes paper trading.

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bcaffreyJan 2020

Option Volatility and Pricing by Natenberg and Option Trading by Sinclair were the books given to me at an options trading firm if you're looking to get really acquainted.

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jakewolfJul 2008

For all you who love playing with math check out Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg

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15155Sep 2016

Good call on the Hull recommendation - How do you feel about Natenberg's Option Volatility and Pricing?

What do you trade, out of curiosity?

(Career software engineer and fledgling options trader here, these were recommended to me when I first started learning. Still looking to make an industry change.)

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