Best book to learn multiple option strategies?

Discussion in 'Options' started by GeorgeSoros, Feb 17, 2002.

  1. Hello guys,

    I am looking for a book on STRATEGIES (not basic description
    as I already know it) for options.

    I have already read the Option Workbook but I would like to find a book with lots of case studies and lots of various strategies on equities and futures options.

    Sounds possible ? Thanks.
  2. Read Charles Cottle's book -- see the threads below -- stay away from Fontanills -- all his examples are winners and create unrealistic expectations.
  3. Can't find the thread you are talking about....
  4. "Option Volatility and Pricing" Sheldon lays out a good number of examples and includes a great deal of theory. The book is a bit dry, but it will sufficiently educate you on options strategies as well as detail as to their strengths and weaknesses. One of the strengths of this book is that it is realistic and doesn't make options sound like a dream come true....

    It can be found at

    Good luck.
  5. Option volatility and Pricing, Natenberg. Explains statistical concepts in an understandable manner then takes you through advanced techniques. Many examples on things such as gamma scalping.