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none of these are really specifically about option trading but... Econ Talk with Russ Roberts: one of the best all around podcasts and 12 years of episodes. Wide range of topics and guests Invest Like the Best: Patrick O'shaugnessy. All types of guests and may be the best actual interviewer ive heard on a podcast Meb Faber Show: Meb is a quant but very knowledgeable all around trader/fund manager Trend Following Radio: Michael Covel's show. Can be hit or miss but he has some amazing guests Top Traders Unplugged: Focused on quant/trend following etc

I really liked 90% of Malcolm Glidewell's revisionist history -- it has a liberal slant to it, so me enjoying it really says something.

For me it was really useful when I started with options. He is very good at explaining so it was a nice way of getting into the option market, I will listen to some more advanced podcasts of him and let you know if it's worth your time.

I like to listen to Gary Kaltbaum. He is a regular fox contributor and doesn't trade options. He's more from the William O' Neil camp, but he's very entertaining and has a great feel on the market. I don't know if there is a podcast available, but I listen to the condensed sped up version that is posted by Stoolander on Twitter. I can post more info if you're interested.