Quote from steve46:
Hello:
Once you have gained an understanding of the work of McMillan and Natenberg. I would read books by Charles Cottle. Unfortunately, they are hard to come by (usually out of print).
One of the best books I have ever read is "The Business of Options" by Marty O'Connell, published by Wiley. O'Connell talks about putting on positions that include forwards and options on currency futures. That book may appeal to you if you are interested in foreign exchange. Again you will need to have a solid background to fully benefit from it.
I hope this helps you.
Good luck,
Steve