Author Profile


Sheldon Natenberg

Sheldon Natenberg is one of the most sought-after speakers on the topic of option trading and volatility strategies. As a speaker and Director 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. He is the author of Option Volatility and Pricing: Advanced Trading Strategies and Techniques (McGraw-Hill, 1994), 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 strategies—a reputation he has continued to build ever since. His ongoing success at evaluating and applying option trading strategies ultimately earned him induction into the Traders’ Library Trader’s Hall of Fame.


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Latest Release

Basic Option Volatility Strategies: Understanding Popular Pricing Models

Now you can learn directly from Sheldon Natenberg! In this unique multimedia course, Natenberg will explain the most popular option pricing strategies. Follow along as this trading legend walks you through the calculations and key elements of option volatility in this video, companion book, and self-test combination.


You'll learn:

  • Implied volatility and how it is calculated, so you can find the best positions;
  • What assumptions are driving an options pricing model to be ahead of
    the trade;
  • Proven techniques for comparing price to value to increase your number of winning trades;
  • How you can use probability to estimate option prices to increase trading income.
Spending time with a trading legend is usually a dream for most traders, but this is your opportunity to get the inside tactics of one of the most sought-after educators in options. With the personal touch of his presentation, Natenberg's educational tool gives all traders, beginner to advanced, access to the powerful insights that can bring ongoing option trading success. INCLUDES-Instant Access to Online Video, Interactive Tests, and Online Charts that you can use even before the book arrives.

Other Products by Sheldon Natenberg

Option Volatility & Pricing:
Advanced Trading Strategies and Techniques 2ND Edition

Mastering Option Trading Volatility Strategies with Sheldon Natenberg (DVD)


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