www.optionscentral.com
www.optionsxpress.com
www.mystockoptions.com
Extensive educational material including option pricing calculator and access to the free (with registration) Options University can be found at optionscentral. Optionsexpress allows you to simulate different options positions, try a virtual options trading game, and work with an option pricing calculator.

www.numa.com
www.phlx.com/educat/index.html
stocks.about.com/od/advancedtrading/a/OptionBa022705.htm
These sites have extensive links to numerous options and other derivative websites, as well as educational material on options. Numa offers an options calculator.

biz.yahoo.com/opt
www.optionfind.com
Yahoo! and Option Digest offer options expiration date calendars, and other useful links. Optionfind offers an option hedging tutorial.

www.cme.com
www.cboe.com
www.nasdaq.com
The sites above are links to options exchanges, some of which offer good educational material.