Option Volatility & Pricing

by Sheldon Natenberg
Option Volatility & Pricing cover
Good Books rating 4.42
Business and Economics
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  • ID: 11189
  • Added: 2026-02-21
  • Updated: 2026-03-08
  • ISBN: 9780071508018
  • Publisher: McGraw Hill Professional
  • Published: 1994-08-22
  • Reviews: 3

Option Volatility & Pricing is a must-read for active option traders worldwide, offering a thorough update on current developments and trends in option products and trading strategies. The book covers a wide range of topics, including pricing models, volatility considerations, basic and advanced trading strategies, and risk management techniques. Written in a clear and accessible style, it points out the key concepts essential to successful trading. Author Sheldon Natenberg draws on his professional experience to present both the theory and reality of option trading, helping readers identify and exploit trading opportunities. The book teaches a variety of trading strategies and shows how to select the one that best fits your market view and risk tolerance. New sections include expanded coverage of stock option strategies, strategies for stock index futures and options, a broader discussion of volatility analysis, and intermarket spreading with options. This updated edition is designed to be a practical guide for traders at all levels. It provides the tools and knowledge needed to navigate the complex world of option trading, making it an invaluable resource for anyone looking to enhance their trading skills and achieve consistent success in the markets.

Reviews
Reddit - Options · 2026-03-08
fantastic 4.75

This book is fantastic for building a solid foundation in options trading. It provides everything a retail trader needs to know.

This book is highly recommended for anyone looking to build a strong foundation in options trading. It covers a wide range of topics, from basic concepts to advanced strategies, making it a valuable resource for retail traders. The author's explanations are clear and concise, making complex topics accessible to a wider audience. The book's comprehensive coverage ensures that readers have all the information they need to succeed in options trading.

Quick quotes

    This is a fantastic book for cultivating a solid foundation of understanding options.

    It gives you pretty much everything any retail trader could ever need to know.

    The explanations are clear and concise, making complex topics accessible.

Krimini Trading · 2026-03-08
comprehensive 4.00

This book is comprehensive but not ideal for beginners. It covers essential topics for new options traders, though the complexity might be overwhelming.

This book is a treasure trove of information for those looking to deepen their understanding of options trading. It covers a wide range of topics, from basic concepts to advanced strategies, making it a valuable resource for anyone serious about trading. However, it's not the best starting point for absolute beginners due to its complexity and depth. The author does an excellent job of explaining intricate concepts, but readers might need some prior knowledge to fully grasp the material.

Quick quotes

    Although I wouldn't recommend this book to brand new options traders, it does have everything a new options trader would need to know.

    The topics get pretty advanced, but the explanations are clear and concise.

    It's a comprehensive guide that covers everything from A to Z in options trading.

Shell Capital · 2024-09-10
essential 4.50

This book is an essential resource for tactical investment managers. It enhances understanding of options trading with clear and practical insights.

This book is a must-read for anyone involved in tactical investment management. It provides a solid foundation for understanding options trading, with practical insights that can be applied in real-world scenarios. The author's approach is both theoretical and practical, making it a valuable resource for traders at various levels of experience. The book's focus on practical applications sets it apart from other texts in the field.

Quick quotes

    Natenberg's book serves as an essential resource for tactical investment managers seeking to enhance their understanding of options trading.

    The book's focus on practical applications makes it a valuable resource for traders at various levels of experience.

    It provides a solid foundation for understanding options trading, with practical insights that can be applied in real-world scenarios.

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