Sheldon Natenberg, Option Volatility and Pricing: Advanced Trading
Strategies and Techniques, 2nd edition, McGraw-Hill, 2014. The
practitioner’s options book — implied volatility as a traded price,
Greeks as risk positions, spreading, volatility trading, skew and term
structure. The core text for the stock-options λ course
(~/lattice/lambda/courses/stock-options/), read alongside Hull (owned
physically) as the pricing reference.
The companion Option Volatility and Pricing Workbook (1st ed, 2017, ISBN 9781260116939) is attached in both epub and PDF; likewise a short 65-page options-strategy payoff booklet kept with the set.