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June 30, 2026
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Nassim Taleb's "Dynamic Hedging". Although I think I would classify it as intermediate in difficulty. If you are looking for more basic, check out Natenberg's "Options Pricing and Volatility" or Euan Sinclair's "Options Trading" books. The last two dont really focus on hedging though and are more encompassing.
If you do find another good hedging book, let me know. I've heard about "The Volatility Surface: a practitioner's guide" but I think that is more advanced.
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