- Option Volatility and Pricing by Sheldon Natenburg
- Trading Volatility by Colin Bennett
- Volatility Trading by Euan Sinclair
- Positional Option Trading by Euan Sinclair
- Option Trading by Euan Sinclair
- The Laws of Trading by Agustin Lebron
- The Second Leg Down by Hari P. Krishnan
- Dynamic Hedging by Nassim Taleb
- The Volatility Smile by Emanuel Derman
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