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Sheldon Natenberg is one of the most sought-after speakers on the topic of option trading and volatility strategies. As a speaker and Co-Director of Education for Chicago Trading Company, Natenberg has helped many of the world's top institutional investors, mutual fund managers, and brokerage analysts better understand volatility and utilize it in valuing and pricing options of all types.

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He is the author of Option Volatility and Pricing: Advanced Trading Strategies and Techniques, widely considered to be the finest book ever written on the subject. First published in 1988, and revised in 1994, the book established Sheldon as one of the world's most acclaimed authorities on volatility and its impact on pricing and tracing

Option volatility pricing advanced trading strategies and techniques
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Option Volatility and Pricing: Advanced Trading Strategies

To further develop your knowledge of volatility, check out "Option Volatility & Pricing: Advanced Trading Strategies and Techniques" by Sheldon Natenberg (second edition, 1994).