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Options and Options Trading : A Simplified Course That Takes You from Coin Tosses to Black-Scholes by Robert Ward  
Too many books on options trading make the mistake of assuming that readers can already tell a delta from a sigma summation. "Options and Options Trading breaks the code that envelops the often-foreign language of options, providing an accessible introduction into how the options market works as it explains the rules that traders must understand if they hope to take part in this high-leverage, high-profit game. Author Robert Ward's goal is simple--to demystify the tangled world of options trading without leaving readers too confused and frustrated to continue. The book to read before continuing on to the more detailed, and much higher-level, existing library of options trading guides, "Options and Options Trading features: End-of-chapter material including "Things to Think About" and "Key Concepts" Simplified explanations of complex mathematical equations Step-by-step rationales to help readers move from basic to complex