Add training workflow, datasets, and runbook

training_data/curated/text/51dda03df9d570fd6d6e9afb9e67d3b16c722e70d2e85edf7df68b3462b4e430.txt

@@ -0,0 +1,15 @@
+CHAPTER 8
+Dividends and Option Pricing
+Much of this book studies how to break down and trade certain components
+of option prices. This chapter examines the role of dividends in the pricing
+structure. There is no greek symbol that measures an option’s sensitivity to
+changes in the dividend. And in most cases, dividends are not “traded” by
+means of options in the same way that volatility, interest, and other option
+price influences are. Dividends do, though, affect option prices, and
+therefore a trader’s P&(L), so they deserve attention.
+There are some instances where dividends provide ample opportunity to
+the option trader, and there some instances where a change in dividend
+policy can have desirable, or undesirable, effects on the bottom line.
+Despite the fact that dividends do not technically involve greeks, they need
+to be monitored in much the same way as do delta, gamma, theta, vega, and
+rho.