Barone-Adesi, Giovanni and Whaley, Robert E., "Efficient Analytic Approximation of American Option Values", Journal of Finance, (1987) 42, 2:301-320.

Bittman, James: Options for the Stock Investor, Burr Ridge, Illinois, Irwin Professional Publishing, From basic through advanced techniques; software included.

Black, Fischer and Scholes, Myron, "The Pricing of Options and Corporate Liabilities", Journal of Political Economy, (1973) 81:637-654.

Black, F., and Scholes, M.S. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy, (1973) 81:637-659.

Bookstaber, Richard M.: Options Pricing and Investment Strategies , Third Edition, Chicago, Illinois, Irwin Professional Publishing, 1991. Portfolio approach; institutional bias, mathematically demanding.

Brenner, Menachem: Option Pricing: Theory and Applications, Lexington, Massachusetts, Lexington Books, 1983, pp. 235.

Brodsky, William, "The Globalization of Stock Index Futures," Northwestern Journal of International Law and Business, Winter 1994, pp. 248 - 302.

Hill, J.M., and Jones, F.J., "Equity Trading, Program Trading, Portfolio Insurance, Computer Trading and All That," Financial Analysts Journal, July-August, 1988, p. 29.

Hull, John C. : Options, Futures, and Other Derivative Securities, Second Edition, Prentice Hall, Englewood Cliffs, New Jersey, 1993. Advanced material, quantitative.

Jarrow, Robert and Rudd, Andrew: Option Pricing, Homewood, Illinois, Dow Jones- Irwin, 1983, pp. 235.

Kolb, Robert W.: Options: The Investor's Complete Toolkit, New York, N.Y., New York Institute of Finance, 1991. Theoretical discussion of options accessible to the mathematically challenged; includes soltware.

Luft, Carl and Sheiner, Richard K.: Understanding and Trading Listed Stock Options, Chicago, Illinois, Probus Publishing, 1988, pp. 231.

Luft, Carl F. And Sheiner, Richard K.: Understanding and Trading Listed Stock Options, Second Edition, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. All the basics; worksheets for covered writing and other strategies; a good starting point.

Luskin, D.L., and Carlyle, P.C., Index Options & Futures, The Complete Guide, New York: John Wiley & Sons, 1987.

Mayer, Terry S.: Commodity Options, New York, New York, New York Institute of Finance, 1983, pp. 350.

McMillan, Lawrence G.: Options as a Strategic Investment, Third Edition, New York, New York Institute of Finance, 1992. The grand-daddy of options books. The complete treatment from intermediate level to advanced.

Natenberg, Sheldon: Option Volatility and Pricing, Revised Edition, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. Extensive treatment of volatility and advanced strategies as they pertain to commodity options.

The Options Institute: Options: Essential Concepts and Trading Strategies, Second Edition, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. By staff and consultants of the CBOE; explores the options market from the perspective of all participants: retail and institutional investors, market-makers. Basic to intermediate level.

Ritchken, Peter: Options: Theory, Strategy and Applications, Glenview, Illinois, Scott, Foresman and Co., 1988, pp. 264.

Roth, Harrison: LEAPS, What They Are and How to Use Them for Profit and Protection, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. LEAPS from A to Z. Emphasis on practical applications.

Schneeweis, Thomas, and Richard Spurgin. "The Benefits of Index Option-Based Strategies for Institutional Portfolios." The Journal of Alternative Investments, Spring 2001, pp. 44 - 52.

Smith, A.L.H.: Trading Financial Options, London, England, Butterworths, 1986, pp. 200.

Tergesen, Anne. "Taking Cover with Covered Calls." Business Week, May 21, 2001, p. 132.

Thomsett, Michael C.: Getting Started In Options, New York, New York, John Wiley & Sons, 1993. Very good, very basic treatment of options.

Whaley, Robert. "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives, 1994, pp. 71-84.