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Try this, The Complete Guide to Option Selling. http://www.amazon.com/Complete-Guide-Option-Selling/dp/0071442081/ref=cm_cr_pr_product_top His second edition will be out later this year.

Try these: (1) Option Spread Strategies (Pub. Date: 2/2009) (2)Option Strategies for Directionless Markets (3)Trading Option Greeks http://www.ordering1.us/bloombergbooks/show_all.php?cid=1