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Option Volatility & Pricing: Advanced Trading Strategies and Techniques [Kindle Edition]

Sheldon Natenberg
4.3 out of 5 stars  See all reviews (15 customer reviews)

Kindle Price: £38.87 includes VAT* & free wireless delivery via Amazon Whispernet
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Book Description

One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies.


  • Pricing models
  • Volatility considerations
  • Basic and advanced trading strategies
  • Risk management techniques
  • And more!

Written in a clear, easy-to-understand fashion, Option Volatility & Pricing points out the key concepts essential to successful trading. Drawing on his experience as a professional trader, author Sheldon Natenberg examines both the theory and reality of option trading. He presents the foundations of option theory explaining how this theory can be used to identify and exploit trading opportunities. Option Volatility & Pricing teaches you to use a wide variety of trading strategies and shows you how to select the strategy that best fits your view of market conditions and individual risk tolerance.

New sections include:

  • Expanded coverage of stock option
  • Strategies for stock index futures and options
  • A broader, more in-depth discussion volatility
  • Analysis of volatility skews
  • Intermarket spreading with options

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Customer Reviews

Most Helpful Customer Reviews
3 of 3 people found the following review helpful
5.0 out of 5 stars Clarity out of profundity. 19 Jan. 1997
By A Customer
Einstein once said that if a man cannot explain a complex notion in a simple manner, then he likely has not understood the notion. As if taking this axiom to heart, Natenberg's book makes clarity out of profundity. This is a book that should, from its title and subject matter, terrify neophytes to options trading. On the contrary, it kept this neophyte rapt. An immensely rewarding book. I recommend it unreservedly.
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2 of 2 people found the following review helpful
4.0 out of 5 stars All you'll ever need to know on Traded Options 16 April 2002
This book takes one through the technicalities of how traded options work in detail without the fearsome maths which tends to frighten many people away from such books. (The detailed Maths is in the Appendix.)
The book is interesting to read and will be of great benefit both to traders and those who are more interested in the theoretical aspects of options.
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By Maddy
Format:Hardcover|Verified Purchase
I had read plenty of books on Options Pricing and Trading. Everytime I found something missing people asked me to go to Sheldon Natenberg's book. Now I now why :-)

Natenberg is a master by his practice. He teaches everything from an application rather than from a pedagogical perspective. While I had gone over the Math of Theoretical Option Pricing, Natenberg's book opened me to looking at those theoretical parameters from a practical view point. Things like Volatility, Greeks, Spreading and Arbitrage are covered in a practical and easy to follow way. While the print of the book is a little difficult to read the content makes up for more than enough of it.

A long sought book I finally was so excited to receive it a week ahead of the committed date by the Seller. The book was maked as Very Good but it was in pretty excellent shape and even had retained a new book smell :-)
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5 of 6 people found the following review helpful
By A Customer
Obviuosly this book is a must read for anyone serious about trading options. However, Natenberg takes a complex science and explains the underlying fundamentals in a way that anyone can understand. I found this book to be a perfect primer on options pricing, trading and strategies.
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5 of 6 people found the following review helpful
5.0 out of 5 stars EXCELLENT STUFF! 29 Feb. 2000
The chunky green book might seem a bit daunting at first to the options novice, but well worth the read. To really appreciate it, read it cover to cover more than once. Natenberg makes more sense the more you read it. Have a browse at other scary books on options to see what I mean!
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5 of 6 people found the following review helpful
5.0 out of 5 stars Options basics - very readable 12 Nov. 2001
By A Customer
I disagree with the reviews that describe this book as complex. This book is very readable and does not use many equations at all. More of an introduction. If you want the more in-depth mathematical stuff you read Hull.
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1 of 1 people found the following review helpful
5.0 out of 5 stars Best Ever book for Vol 1 May 2011
Format:Hardcover|Verified Purchase
Its a great book to learn about vol.... and strategies... but ofcourse these are not going to give you an edge over the market as evryoone in the market knows these strategies.. but definitely give a great intro to option trading
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4.0 out of 5 stars Great overview, very clearly written 16 Jun. 2008
This is an excellent guide to the world of options trading. Provided you are familiar with the very basics of the subject, you should have no problem understanding the content. Everything is explained very clearly in layman's terms, with at least two examples to accompany each major point, and the book is not too mathematical.
Slightly irrelevant today, however, is the material on paper contracts and bid/ask spreads etc. The book is aimed at professional traders but I would guess most readers will be amateurs like me, trading online with play money. I am about to embark on a new trading strategy so if it works, I'll return and give the book a 5* rating!
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