Books
- Option Volatility and Pricing by Sheldon Natenburg
- Trading Volatility by Colin Bennett
- Volatility Trading by Euan Sinclair
- Positional Option Trading by Euan Sinclair
- Option Trading by Euan Sinclair
- The Laws of Trading by Agustin Lebron
- The Second Leg Down by Hari P. Krishnan
- Dynamic Hedging by Nassim Taleb
- The Volatility Smile by Emanuel Derman
Tutorials and guides
Free
- The Derivatives Academy Reference Book by Maxime Debellefroid
- 2022 Quant Trading Roadmap by BBM : giant resource for trading/math/ML/coding
- Options Trading by Mike & His White Board (via TastyTrade)
- Options Crash Course w/ Dr. Jim Schultz (via TastyTrade)
- ProCapital Bible of Options (includes videos in Hindi)
- Finance Training Courses by Jawwad Farid
Free Courses (I took the liberty of screening and re-factoring)
Paid
Volatility (or vol adjacent) Blogs/Websites
- MoontowerMeta by Kris Abdelmessih
- Volquant.medium.com by Harel Jacobson
- Godot Finance by Chrilly Donninger
- Emanuel Derman by Emanuel Derman
- Artemis by Chris Cole
- The Convexity Maven by Harley Bassman
- Long Vol Short Predictions (Swedish blog that Google can translate)
- Newfound by Corey Hoffstein
- Nope It's Lily by Lily Francus
- Raise Your Game by SIG
- Breaking The Market by Matt Hollerbach
- Home Of The Collector by Espen Haug
- Perfiliev Market Commentary by Sergei Perfiliev
YouTube Channels
Podcasts
Series
- Alpha Exchange by Dean Curnutt
- The Derivative by RCM Alternatives
- Mutiny by Jason Buck and Taylor Pearson
- Flirting With Models by Corey Hoffstein
Follows
- Vol Twitter list by Kris Abdelmessih
- Vol Twitter Pros Only by Kris Abdelmessih
Threads
Tools
Screeners/Data/Platforms
Risk and Portfolio Software
Calculators and Analytics
- Black-Scholes calculator by Perfiliev Financial Training
- OptionStrat "Find and edit option strategies in real-time to gain a visual understanding of your trades"
- NYU V-Lab Global volatility and correlation dashboard
- Wingman by f(t) options Intraday IV charts
Fund Info/Databases
Evergreen Posts
- Warren Buffet Is Wrong About Options by Alpha Architect
- So You Want To Trade Options - Volatility Trading 101 by Harel Jacobson
- Power Laws in Venture by Jerry Neumann
- Dennis Rodman and The Art Of Portfolio Optimization by Chris Cole
- Your Volatility Handbook by Macrodesiac
- The Realized Volatility Puzzle by Harel Jacobson
- Trading Volatility by Emanuel Derman
- Dispersion A Guide for the Clueless via Nuclearphynance
- Don't get squozen: How to structure equity shorts for max profit and min risk of ruin. by Brent Donnelly
Academic Papers and Sources
- Risk Latte collection of quant finance writing
- Repository of GS Quant Papers by Cole J Hudson
- Volquant Public Treasure Trove of Vol Papers and Resources by Harel Jacobson
The Price of Correlation Risk: Evidence from Equity Options (Link)
- Joost Driessen, Pascal J. Maenhout, Grigory Vilcov
- Recommended by @QuantVol
Variance Swaps by JPM Research
- Recommended by @QuantVol