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A short list of relevant books picked by the team members for your reference.
Divergence is not affiliated with any of these content creators, and does not bear responsibility for any error, omission, or defect that may be included in such content. Lastly this is not to be considered financial advice.
Options, Futures, and Other Derivatives by John Hull
Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg
Written by a trader for traders. A clear and easy-to-understand overview of key concepts without excessive focus on moon math.
Volatility Trading by Euan Sinclair
A fine book that delves into the various nuances of options trading, with extensive discussions on quantitative models for measuring volatility.
The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug
A great reference for options pricing formulas that comes along with ready-to-use spreadsheets.