im currently reading The Complete Option Player by Kenneth Trester but i think McMillan's Options As a Strategic Investment is better & more in depth....pm me and i'll send you a list of what i have I chose my books carefully and they really are helping me
I agree with the previous poster about Mcmillan's "Options as a Strategic Investment". Once you are comfortable with that, the next step up would be Natenberg's "Option Volatility and Pricing". I think Natenberg gets as far into options as one can really get without introducing theory and math that is beyond (and probably unneccesary for) the average punter.