Add training workflow, datasets, and runbook

training_data/curated/text/195de6f8ae9c818165fd848fb3413df6ebd062991f92c00c939463958eb9aa9d.txt

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+Delta 0.57
+Gamma0.166
+Theta −0.013
+Vega 0.048
+Rho 0.023
+Kim’s immediate directional exposure is quantified by the delta, which is
+0.57. Delta is immediate directional exposure because it’s subject to change
+by the amount of the gamma. The positive gamma of this position helps
+Kim by increasing the delta as Disney rises and decreasing it as it falls.
+Kim, however, has time working against her—theta. At this point, she
+theoretically loses $0.013 per day. Since her call is close to being at-the-
+money, she would anticipate her theta becoming more negative as
+expiration approaches if Disney’s share price remains unchanged. She also
+has positive vega exposure. A one-percentage-point increase in implied
+volatility (IV) earns Kim just under $0.05. A one-point decrease costs her
+about $0.05. With so few days until expiration, the 35-strike call has very
+little rho exposure. A full one-percentage-point change in the interest rate
+changes her call’s value by only $0.023.