Options and volatility reading path

The Greeks in order, then the surface they live on.

Options desks, volatility research, and any interview that opens with Black-Scholes.

What is the Black-Scholes-Merton Model? Foundations of Option Pricing
What is Ito's Lemma? The Calculus of Randomness
What is Delta? The Probability and Hedge Ratio of Options
What is Vega? Managing Implied Volatility Exposure
What is Theta? The Mathematics of Time Decay
What is Rho? The Impact of Interest Rates on Option Value
What is Gamma? Modeling the Acceleration of Delta
What is Vanna and Volga? Managing Second-Order Volatility Risk
What is the Volatility Smile? Decoding Market Fear and Skew
What is Local Volatility? The Dupire Equation and Perfect Calibration
What is the SABR Model? Managing the Volatility Surface
What is Volatility Clustering? The Arch/Garch Effect in Markets
What is the Merton Jump-Diffusion Model? Modeling Discontinuous Returns
What is the Variance Gamma Model? Pure Jump Processes in Finance
What is Rough Volatility? Beyond the Markovian Assumption
The Monte Carlo Method in Finance: Pricing Complex Path-Dependent Options
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