These sources collectively provide a comprehensive overview of the options market, focusing heavily on volatility and various trading strategies. Several texts explain core concepts like the Greeks (Delta, Gamma, Theta, Vega, Rho, Volga) and their impact on option pricing and risk management, while others discuss specific strategies such as spreads (butterfly, condor, calendar, diagonal, ratio, iron butterfly) and more complex instruments like variance and volatility swaps. Market microstructure elements like market makers' hedging and the impact of informed trading are also explored, along with the statistical properties of volatility, its historical and implied measures, and the analysis of term structure and skew. The texts also touch on market anomalies, the challenges of real-world trading with discrete hedging, and the use of VIX derivatives and ETFs for trading volatility.