Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition (ISBN 9780071818773)

Option Volatility and Pricing by Sheldon Natenberg is the globally recognized textbook for professional options traders, portfolio managers, and serious investors. This updated 2nd Edition expands on volatility concepts, risk modeling, and hedging mechanics with real-world examples drawn from modern markets.

Product Details

• Title: Option Volatility and Pricing: Advanced Trading Strategies and Techniques
• Author: Sheldon Natenberg
• Edition: 2nd Edition
• ISBN-13: 9780071818773
• Format: Paperback
• Pages: 592
• Price: $52.99
• Availability: In Stock | Free global shipping

What This Book Covers

• Volatility Explained: Historical vs implied volatility, skew, and term structure
• Option Pricing Models: Black-Scholes, binomial, and dynamic hedging
• Greeks & Sensitivity: Understanding delta, gamma, vega, theta, and rho interactions
• Strategy Design: Volatility trades, spreads, synthetics, and conversions
• Risk Management: Position sizing, margin, and scenario analysis
• Market Behavior: Real-world volatility cycles and trader psychology

Why Traders Trust This Book

• Used globally by market makers, hedge funds, and professional traders
• Explains theory through clear math and intuitive real-market examples
• Balances quantitative rigor with actionable strategies
• Integrates volatility surfaces and current market microstructure

Ideal For

• Options traders seeking to master volatility and the Greeks
• Portfolio managers and risk analysts
• Quantitative finance students and derivatives professionals

FAQs

Do I need a math background?

Basic familiarity with probability and algebra helps, but explanations are trader-focused and practical.

Is this suitable for retail traders?

Yes — it bridges the gap between retail knowledge and institutional-level risk management.

Does it cover volatility trading strategies?

Absolutely — includes spreads, straddles, ratio trades, and volatility arbitrage concepts.

Why Choose BooksGoat?

• Lowest Price: $52.99
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Master volatility, master options. Order Option Volatility and Pricing, 2nd Edition today from BooksGoat — the definitive resource for serious traders.