Book: Buying and Selling Volatility

By Kevin B. Connolly.

I find this book quite good. It makes the 'Greeks' concept quite easily visualised by graphs. A bit strange, nobody recommend it here.

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Read the book. Baird is much better, and one of my favorites.

 

I found this the be about the most informative part.

 

Is it "Option Market Making Allen Jan Baird"

I also read it recently. Maybe it should be read after reading Connolly's book.

 

Correct.