Here are some books that may be helpful:
Exchange Traded Funds and E-mini Stock Index Futures
David Lerman. 2001.
The Handbook of Equity Derivatives
Jack Clark Francis, ed., William W. Troy and J. Gregg Whittaker, editors. 1999 (rev).
Options Volatility & Pricing
Sheldon Natenberg. 1994.
Stock Index Futures and Options: The Ins and Outs of Trading Any Index, Anywhere
Susan Abbot Gidel. 1999.
Exchange Traded Funds and E-mini Stock Index Futures
David Lerman. 2001.
The Handbook of Equity Derivatives
Jack Clark Francis, ed., William W. Troy and J. Gregg Whittaker, editors. 1999 (rev).
Options Volatility & Pricing
Sheldon Natenberg. 1994.
Stock Index Futures and Options: The Ins and Outs of Trading Any Index, Anywhere
Susan Abbot Gidel. 1999.
