We are blessed to live in a time where websites, software and internet videos allow us to learn faster and more comfortably than ever before in human history. But still, if you want to take a deep dive on a topic there is no substitute for reading a great book.
Option Volatility and Pricing
Advanced Trading Strategies and Techniques
By Sheldon Natenberg
This book starts out with some very vivid explanations to introduce the reader to the most basic concepts underlying option pricing such as forward pricing and arbitrage.
It then continues with demonstrating the idea of probability in pricing in a mostly graphical way (which can be considedered a true highlight of the book) before it digs deeper into typical option tocpics like Pricing Models, Dynamic Hedging, Volatility, Spreading, Black-Scholes, Binominal Option Pricing and so on.
Another highlight of this book is that despite of the title it doesn't fall in love with option pricing models and also provides some deep insight into their flaws and limitations.
Options as a Strategic Investment
By Lawrence G. McMillan
If you want to learn about LEAPS, all kinds of option strategies and futures as well as futures options then this book is the way to go.
Fundamentals and Investment
The Interpretation of Financial Statements
By Benjamin Graham
If you want to make good investment decisions in the stock market you need to be able to read the financial statements of companies.
This classic book from 1937 is still relevant today and it is a great introduction to the topic. With only 144 pages it is easy to read and easy to reread.
The Intelligent Investor
By Benjamin Graham
The most important book ever written on the topic of value investment.
To Warren Buffet the Chapters 8 ("The Investor and Market Fluctuations") and chapter 20 ("Margin of Safety as the Central Concept of Investment") are the most important chapters in the whole book and according to him they define the cornerstones of his investment philosophy.
Chapter 8 introduced the world to the concept of the bipolar "Mr. Market" who pays insane prices for stocks at times while selling them for incredibly low bargain prices at other times. Chapter 20 teaches the reader about the importance of working with a margin of safety to make sure to not be wiped out even when he is wrong with some of his investments.