Add training workflow, datasets, and runbook

training_data/curated/text/356b447d6f467425655aadf970d29c502ce14acdef2d8217f254e600a11a6e05.txt

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+Condor
+A condor is a four-legged option strategy that enables a trader to capitalize
+on volatility—increased or decreased. Traders can trade long or short iron
+condors.
+Long Condor
+Long one call (put) with strike A; short one call (put) with a higher strike,
+B; short one call (put) at strike C, which is higher than B; and long one call
+(put) at strike D, which is higher than C. The distance between strike price
+A and B is equal to the distance between strike C and strike D. The options
+are all on the same security, in the same expiration cycle, and either all calls
+or all puts.
+Long Condor Example
+Buy 1 XYZ November 70 call (A)
+Sell 1 XYZ November 75 call (B)
+Sell 1 XYZ November 90 call (C)
+Buy 1 XYZ November 95 call (D)
+Short Condor
+Short one call (put) with strike A; long one call (put) with a higher strike, B;
+long one call (put) with a strike, C, that is higher than B; and short one call
+(put) with a strike, D, that is higher than C. The options must be on the
+same security, in the same expiration cycle, and either all calls or all puts.
+The differences in strike price between the vertical spread of strike prices A
+and B and the strike prices of the vertical spread of strikes C and D are
+equal.
+Short Condor Example
+Sell 1 XYZ November 70 call (A)
+Buy 1 XYZ November 75 call (B)
+Buy 1 XYZ November 90 call (C)
+Sell 1 XYZ November 95 call (D)