The 6 classic options trading books everyone needs on their bookshelf:

The Volatility Surface by Jim Gatheral

What you learn:

How to create a volatility surface with different volatility models (Herston, SVJ, SABR) and use it for pricing options.

Option Volatility & Pricing by Sheldon Natenberg

What you learn:

How to price options, manage risk, and trade advanced options strategies.

Options as a Strategic Investment by Lawrence G. McMillan

What you learn:

Dozens of different complex options positions and when to trade them. This is the Bible of options trading strategies.

Options, Futures, and Other Derivatives by John C. Hull

What you learn:

Derivatives and volatility pricing for a wide range of assets. Literally the textbook for derivatives pricing,

Volatility Trading by Euan Sinclair

What you learn:

How to measure statistical volatility to more accurately price options.

Financial Calculus by Martin Baxter and Andrew Rennie

What you learn:

The math behind pricing, construction, and hedging of derivatives.

The 6 classics for options:

• Options, Futures, and Other Derivatives

• Options as a Strategic Investment

• Option Volatility & Pricing

• The Volatility Surface

• Financial Calculus

• Volatility Trading

Stand on the shoulders of giants.