The 'Bible' of options investing is McMillan's Options as a Strategic Investment.
Incidentally, the 796.com 'futures' are futures only in name; they're something more akin to a CFD and look quite a bit like a messier version of the BTC.sx offering. ICBIT offers 'real' futures. (There's another BTC/USD derivative available which you'll sometimes see mentioned, but unless you fancy usurious implied volatility and bid/ask spreads, it's hardly worth exploring.)
More on the general topic of Bitcoin derivatives is available in this article:
Bitcoin Derivatives, Liquidity and Counterparty Risk