Even though IV Trader is a punkass and won't return my 'Chicken Soup For The Soul' books, I have to agree with him- Euan wrote a good book and it's definitely worth reading. In fact the book is highly comparable to Baird in terms of readability and practicality...two major issues of importance in an options book.
Volatility Trading by Euan Sinclair is one of my favorite readings. I have to admit it gave me confidence to trade options.
I have 10 option books! Apart from Sheldon and McMillan this would be my favorite: The Mathematics of Options Trading C.B. Reehl C.B. Reehl (Author) The Mathematics of Options Trading shows options traders how to improve their overall trading performance by first understanding and harnessing options mathematics. This detailed manual introduces the math needed to understand options and how they work and provides step-by-step instructions on how to use that math to analyze intended trades before committing capital. Traders learn how to use moving averages, curve fitting, extreme values, skewness, and other techniques to augment trading profits. The valuable accompanying CD-ROM contains programs for analyzing opportunities using several strategies, creating spreadsheets, and more. It provides math to do calculation for outcomes etc.