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The third book in my pile of to-read books is Natenberg's Option Volatility & Pricing so I can understand the Greeks. In the meantime I found this:

http://www.ivolatility.com/calc/?ticker=pg&R=0&top_lookup__is__sent=1

...which has all the Greeks and the capability to tinker with all sorts of variables. Obviously, I'm not too savy with how to take full advantage of this, but thought it might be of interest here.
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