Option trading strategies book reviews

Top 5 Books to Become an Option Trader.

Many consider options trading an unfamiliar and daunting area of investing. Fortunately, there are plenty of excellent books written on the subject to help traders understand the options markets and learn to trade them profitably. Here are five of the best available books that provide a clear education on options trading, as well as instruction on using various option trading strategies.

"Option as a Strategic Investment," by Lawrence McMillan.

Considered by many to be the Bible of options trading, Lawrence McMillan’s classic from 1980, “Options as a Strategic Investment,” provides traders with practical option trading strategies designed to minimize risk and maximize the profit potential for an investment portfolio. At over 1,000 pages, the book is an exhaustive reference on trading options. It contains information on the concept of using options investments, specific option strategies and market conditions in which they tend to work best, obtaining the best possible risk/reward position for an investment portfolio, using options as a hedge, and how tax laws apply to option trading profits or losses. The book also offers detailed advice on trading index options, trading options on futures, and measuring and utilizing market volatility. Further, McMillan provides extensive examples and illustrations of numerous option trading strategies.

"Option Volatility and Pricing," by Sheldon Natenberg.

Understanding market volatility and its relation to option pricing is key to helping traders conceptualize option pricing and evaluate fair value in the options market. Sheldon Natenberg’s “Option Volatility and Pricing” is considered one of the best volumes on this critical aspect of option trading. Natenberg provides a clear, solid explanation of theoretical option pricing models, followed by instruction in specific trading strategies that have historically been the most profitable in various market conditions. He provides a wealth of material on risk management and evaluating trading opportunities in options, and even includes material on creating your own option trading strategies. Natenberg presents his material in a clear, easy-to-follow manner and helps readers to understand the key concepts involved in trading options, such as the relation of options to their underlying asset, volatility, and option pricing and the time value of options.

"Fundamentals of Futures and Options Markets," by John Hull.

Options trading is particularly popular with traders who regularly trade the commodity futures markets. John Hull's "Fundamentals of Futures and Options Markets," which is considered a companion text to his “Options, Futures and Other Derivatives,” offers a clear understanding of the futures and options trading markets. Hull is a widely recognized authority on derivatives, futures and risk management who has served as a consultant to many of the best-known investment banking firms. Considered an excellent reference work for both beginners and seasoned option traders, Hull’s book includes information on swaps and other derivative instruments, trading interest rate futures and estimating the time value of options, all presented in an easy-to-follow manner.

"Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits," by Dan Passarelli.

A large part of mastering options trading lies in understanding what are referred to as the “Greeks." The “Greeks” are the Greek terms delta, theta, vega and rho, which refer to, respectively, option price movement in relation to underlying asset price movement, time value of options, volatility-related option price changes, and option price movements caused by changes in the risk-free interest rate, commonly equated with the yield on U. S. Treasury bills. Passarelli's book explains the impact that each of these factors has on option values and presents various option trading strategies that seek to profit from changes in any or all of the “Greeks.” Passarelli aims to provide traders with the necessary knowledge and tools to more accurately evaluate option pricing, as well as better identify a variety of profit opportunities available through the skillful use of options trades.

"The Option Trader's Hedge Fund," by Mark Sebastian and Dennis Chen.

“The Option Trader’s Hedge Fund,” penned by Mark Sebastian and Dennis Chen in 2012, offers traders an option trading business model to earn consistent profitable returns from options trading. In the book, option trading coach Sebastian and hedge fund manager Chen provide a step-by-step plan for setting up a short option investment portfolio, designed to generate steady income from selling, or writing, options. Sebastian and Chen present the idea of essentially setting up your own individual hedge fund as an options trader. The book’s numerous examples and illustrations make it easy for even a novice options trader to understand the option trading strategies presented. The authors offer especially helpful advice on the key options trading elements of risk management and volatility.

Options Trading Strategies – Book Review – Guy Cohen, The Bible of Options Strategies.

Most trading literature on option strategies tend to lean towards mathematical formulas to define the construction of a spread. Guy Cohen has chosen to use pictorial logic, even with the Greeks unique to a particular strategy, to piece together the legs of a spread with diagrams.

Diagrams that connect with each other are a much more intuitive way to learn for those less inclined to numerical formulas. Still, the logic of the math remains robust and intact.

The layout of the book makes it easy to navigate around the text. In addition to strategies being listed by the chapter and page there is a reference to the strategy’s main category with sub-categories, which are:

Proficiency: Novice, Intermediate, Advanced and Expert trader.

Direction: Bullish, Bearish and Direction Neutral.

Volatility: High Volatility and Low Volatility.

Risk/Reward: Capped Risk, Uncapped Risk, Capped Reward and Uncapped Reward.

Type: Income and Capital Gain.

Guy Cohen has extensive experience of both the US and UK derivatives and stock markets. He specializes in trading and analytics applications ranging from real estate to derivatives and has developed comprehensive business, trading and training models, all expressly designed for maximum user-friendliness.

There are adequate reader reviews on Amazon and Google Book Search, to help you decide if you will get the book. For those who have just started or are about to read the book, I’ve summarized the core concepts in the larger and essential chapters to help you get through them quicker.

The number on the right of the title of the chapter is the number of pages contained within that chapter. It is not the page number. The percentages represent how much each chapter makes up of the 302 pages in total, excluding appendices.

1. The Four Basic Options Strategies. 20, 6.62%.

2. Income strategies. 68, 22.52%.

3. Vertical Spreads. 30, 9.93%.

4. Volatility Strategies. 56, 18.54%.

5. Sideways Strategies. 44, 14.57%.

6. Leveraged Strategies. 20, 6.62%.

7. Synthetic Strategies. 54, 17.88%.

8. Taxation for Stock and Options Traders. 10, 3.31%.

Focus on chapters 2, 4, 5 and 7, which makes up about 74% of the book. These chapters are relevant for practical trading purposes. Here are the key points for these focus chapters, which I’m summarizing from a retail option trader’s perspective.

Chapter 2: Income Strategies. These strategies construct spreads where part of the spread sells Theta as premium within a shorter term (typically 30-45 days), to collect income. In its entirety the strategy may result in a Net Debit or Net Credit spread. There are 13 types of spreads in this category: Covered Call, Short (Naked) Put, Bull Put Spread, Bear Call Spread, Long Iron Butterfly, Long Iron Condor, Covered Short Straddle, Covered Short Strangle, Calendar Call, Diagonal Call, Calendar Put, Diagonal Put and a Covered Put (a. k.a. Married Put).

Chapter 4: Volatility Strategies. These strategies use spreads that are indifferent to price direction, so long as price explodes out of range. For a given explosion in price, the volatility of the spread needs to rise for a Net Debit spread and fall for a Net Credit spread,. There are 11 spread types are defined in this category: Straddle, Strangle, Strip, Strap, Guts, Short Call Butterfly, Short Put Butterfly, Short Call Condor, Short Put Condor, Short Iron Butterfly and Short Iron Condor.

Chapter 5: Sideways Strategies. These strategies involve non-directional spreads, requiring price to drift within a confined range. As price remains range bound, the volatility of the spread needs to rise for a Net Debit spread and fall for a Net Credit spread. There are 11 types of spreads in this category: Short Straddle, Short Strangle, Short Guts, Long Call Butterfly, Long Put Butterfly, Long Call Condor, Long Put Condor, Modified Call Butterfly, Modified Put Butterfly, Long Iron Butterfly and Long Iron Condor.

Chapter 7: Synthetic Strategies . Synthetic strategies mimic the risk profile of a stock, futures or other option position by combining calls, puts with or without stock. Though typically, most synthetic positions are either long or short stock. If you have a 401K plan or employee stock purchase plan that is long stock, then it may make sense to consider synthetic strategies, as you are already long Delta. There is unlimited risk for some synthetic spreads, regardless if the strategy involves stock or not. There are disadvantages to using synthetics. 12 spread types are defined in this category: Collar, Synthetic Call, Synthetic Put, Long Call Synthetic Straddle, Long Put Synthetic Straddle, Short Call Synthetic Straddle, Short Put Synthetic Straddle, Long Synthetic Future, Short Synthetic Future, Long Combo, Short Combo and Long Box.

From a retail option trader’s viewpoint, I prefer to establish positions without the use of stock. Using stock synthetically in a position makes each trade more capital intensive than it needs to be. Especially, if your trading account is below USD $ 50,000. The use of stock in configuring these positions does not add material merit in controlling risk and there is no added monetary benefit in tying up available trading capital in a stock-dependent synthetic position that could otherwise be achieved without the use of stock. As an options trader in the first place, you want as little to do with the stock itself as possible, other than to configure the required option position around the underlying product, which can be substituted with a cash-settled Index instead of a stock-settled Index.

Out of a total of 56 strategies covered in the book, I have reduced the list down to 35 Limited Risk Spread types that do not need to include stock as part of its original construction. Limited Risk means there is a cap to the maximum loss – “Capped Risk” is the term used in the book. This should always be the starting point of any strategy you choose to construct. Do not just look at the unlimited profit (Uncapped Reward) side of the strategy without realizing that there is an unlimited loss (Uncapped Risk) side to same strategy.

Limited Risk Spreads with “Unlimited” Reward and their Directional outlook.

1. Long Call. Bullish.

2. Long Put. Bearish.

3. Put Ratio Back spread. Bearish; reverse Bullish.

4. Call Ratio Back spread. Bullish; reverse Bearish.

5. Straddle. Indifferent/ – Neutral.

6. Strangle. Indifferent/ – Neutral.

7. Strip. Bearish.

8. Strap. Bullish.

9. Guts. Indifferent/ – Neutral. 1-9 are Debit spreads: IV needs to rise.

10. Bull Put Ladder. Bearish. 10-11 are Credit spreads: IV needs to fall.

11. Bear Call Ladder. Bullish.

Limited Risk Spreads with Limited Reward and their Directional outlook.

12. Bear Put Spread. Bearish.

13. Bull Call Spread. Bullish.

14. Long Call Calendar. Bullish; Indifferent/ – Neutral.

15. Long Put Calendar. Bullish; Indifferent/ – Neutral.

16. Long Call Butterfly. Indifferent/ – Neutral.

17. Long Put Butterfly. Indifferent/ – Neutral.

18. Long Box. Indifferent/ – Neutral.

19. Long Call Condor. Indifferent/ – Neutral.

20. Long Put Condor. Indifferent/ – Neutral.

21. Long Iron Butterfly. Indifferent/ – Neutral.

22. Long Iron Condor. Indifferent/ – Neutral. 12-22 are Debit spreads: IV needs to rise.

23. Bear Call Spread. Bearish. 23-35 are Credit spreads: IV needs to fall.

24. Bull Put Spread. Bullish.

25. Short Iron Butterfly. Indifferent/ – Neutral.

26. Short Iron Condor. Indifferent/ – Neutral.

27. Diagonal Call. Bearish.

28. Diagonal Put. Bullish.

29. Modified Call Butterfly. Bearish to – Neutral.

30. Modified Put Butterfly. Bullish to – Neutral.

31. Short (Naked) Put. Bullish.

32. Short Call Butterfly. Indifferent/ – Neutral.

33. Short Call Condor. Indifferent/ – Neutral.

34. Short Put Butterfly. Indifferent/ – Neutral.

35. Short Put Condor. Indifferent/ – Neutral.

Other than the 35 Defined Risk Spreads that do not require stock as part of their original construction for entry, there are 6 Defined Risk spreads that need stock to configure their positions. The 6 positions that I have deliberately excluded from the list above are the Long Call Synthetic Straddle, Long Put Synthetic Straddle, Synthetic Call, Synthetic Put, Collar and Covered Call.

In conclusion, for new to intermediate traders do not be overwhelmed by the 56 strategies in the book. It’s entitled the “Bible of Options Strategies” for a reason. What is critical is to get a deep understanding of the Long Call, Long Put, Short Call, Short Put, Long Vertical Call/Put, Short Vertical Call/Put and the Long Calendar Call/Put. That is the 4 Basic Options Strategies, plus the Vertical and the Calendar – the only 2 strategies that floor traders define as true spreads. The other combinations are a mixture of the basics with or without stock.

Thanks for reading my article,

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Index option trading strategies book reviews.

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Best Options Trading Books – Top 4.

‘The Complete Guide to Option Pricing Formulas’ by Espen Gaarder Haug.

This is another great book on options pricing and pricing formulas. This is especially good for a little advanced option traders who want to know more about the fancy stuff and some math behind options. The book is over 500 pages and includes a CD with some spreadsheets and other useful data.

‘Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today’s options markets. The Second Edition contains a complete listing of virtually every pricing formula_ all presented in an easy-to-use dictionary format, with expert author commentary and ready-to-use programming code.

The Second Edition of this classic guide now includes more than 60 new option models and formulas…extensive tables providing an overview of all formulas…new examples and applications…and an updated CD containing all pricing formulas, with VBA code and ready-to-use Excel spreadsheets.

The volume also features several new chapters covering such things as: option sensitivities, discrete dividend, commodity options, and two chapters on numerical methods covering trees, finite difference and Monte Carlo Simulation.

The new edition of The Complete Guide to Option Pricing Formulas offers quick access to:

Options Pricing Overview Black-Scholes-Merton Black-Scholes-Merton Greeks Analytical Formulas for American Options Exotic Options Single Asset Exotic Options on Two Assets Black-Scholes-Merton Adjustments and Alternatives Trees and Finite Difference Methods Monte Carlo Simulation Options on Stocks that Pay Discrete Dividends Commodity and Energy Options Interest Rate Derivatives Volatility and Correlation Distributions Some Useful Formulas: Interpolation, Interest Rates, and Risk-Reward Measures.

This all-in-one options pricing guide contains a numerical example or a table with values for each option pricing formula. The book also includes a helpful glossary of notations, as well as an extensive bibliography of related books and articles.’

‘Option Volatility And Pricing’ by Sheldon Natenberg.

As you hopefully know by now, options pricing plays a huge role in options trading. Volatility is one of the most important and complex parts defining an options price. A good understanding of these topics is crucial for making money with options. This book is almost 600 pages long.

‘WHAT EVERY OPTION TRADER NEEDS TO KNOW. THE ONE BOOK EVERY TRADER SHOULD OWN.

The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets.

Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents the most comprehensive guide to advanced trading strategies and techniques now in print. Covering a wide range of topics as diverse and exciting as the market itself, this text enables both new and experienced traders to delve in detail into the many aspects of option markets, including:

The foundations of option theory Dynamic hedging Volatility and directional trading strategies Risk analysis Position management Stock index futures and options Volatility contracts.

Clear, concise, and comprehensive, the second edition of Option Volatility & Pricing is sure to be an important addition to every option trader’s library–as invaluable as Natenberg’s acclaimed seminars at the world’s largest derivatives exchanges and trading firms.

You’ll learn how professional option traders approach the market, including the trading strategies and risk management techniques necessary for success. You’ll gain a fuller understanding of how theoretical pricing models work. And, best of all, you’ll learn how to apply the principles of option evaluation to create strategies that, given a trader’s assessment of market conditions and trends, have the greatest chance of success.

Option trading is both a science and an art. This book shows how to apply both to maximum effect.’

‘Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits’ by Dan Passarelli.

A good understanding of option Greeks and pricing is important to success. After reading this book you will have a complete understanding of these topics. With the new knowledge you acquired you should be able to improve your trading drastically.

‘A top options trader details a practical approach for pricing and trading options in any market condition.

The options market is always changing, and in order to keep up with it you need the greeks—delta, gamma, theta, vega, and rho—which are the best techniques for valuing options and executing trades regardless of market conditions. In the Second Edition of Trading Options Greeks , veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation.

An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and accessible style. It skillfully shows how they can be used to facilitate trading strategies that seek to profit from volatility, time decay, or changes in interest rates. Along the way, it makes use of new charts and examples, and discusses how the proper application of the greeks can lead to more accurate pricing and trading as well as alert you to a range of other opportunities.

Completely updated with new material Information on spreads, put-call parity and synthetic options, trading volatility, and advanced option trading is also included Explores how to exploit the dynamics of option pricing to improve your trading.

Having a comprehensive understanding of the greeks is essential to long-term options trading success. Trading Options Greeks, Second Edition shows you how to use the greeks to find better trades, effectively manage them, and ultimately, become more profitable.’

‘Option As A Strategic Investment’ by Lawrence McMillan.

This is one of the most in depth, informative and best books about options trading. Almost everything you should know about options is written down in this book. It is over 1000 pages long and covers a broad range of different topics.

‘The market in listed options and non-equity option products provides investors and traders with a wealth of new, strategic opportunities for managing their investments. This updated and revised Fifth Edition of the bestselling Options as a Strategic Investment gives you the latest market-tested tools for improving the earnings potential of your portfolio while reducing downside risk—no matter how the market is performing.

Inside this revised edition are scores of proven techniques and business-tested tactics for investing in many of the innovative new options products available. You will find:

•Buy and sell strategies for Long Term Equity Anticipation Securities (LEAPS)

•A thorough analysis of neutral trading, how it works, and various ways it can improve readers’ overall profit picture.

•Detailed guidance for investing in Preferred Equity Redemption Cumulative Stocks (PERCS) and how to hedge them with common and regular options.

•An extensive overview of futures and futures options.

Written especially for investors who have some familiarity with the option market, this comprehensive reference also shows you the concepts and applications of various option strategies — how they work, in which situations, and why; techniques for using index options and futures to protect one’s portfolio and improve one’s return; and the implications of the tax laws for option writers, including allowable long-term gains and losses. Detailed examples, exhibits, and checklists show you the power of each strategy under carefully described market conditions.’

*Books description from Amazon.

4 Replies to “Best Options Trading Books – Top 4”

Great reviews page! Very attractive and good layout.

Thanks for the positive feedback.

These are very thorough reviews. Thank you for all the great info.

You’re more than welcome. So glad that you are enjoying my reviews.