Add training workflow, datasets, and runbook

training_data/curated/text/582c1547919735d5dd7d2a13531f4656cac0b77b10a78529c6675876110038fd.txt

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+Index 
+Taxes (continued) 
+put buyer, 910 
+put writer, 910, 912 
+60/40 rule, 912-913 
+wash sale rule, 922-923 
+TED spread, 701-702, 712-714 
+carrying cost, 702 
+Tender offers, risk arbitrage and, 451-454 
+partial, 454 
+short tendering, 453 
+two-tier offers, 454 
+Theta, 862-864, 866 
+position theta, 877 
+Time spread, 191-199 (see also Calendar spread) 
+. Time value premium, 7-8, 11, 762-765 
+and volatility trading, 106-107 
+decay, 13-14 
+for put options, 246-247 
+"greeks" to measure, 763 
+Total return concept of covered writing, 45-47, 60-61, 
+93 
+Tracking error: 
+risk, index hedging and, 538,561, 571-572 
+trading, 574-577 
+Trading against the straddle strategy, 126-127, 287 
+Trading options, details of, 27-32 (see also Options) 
+Trapezoidal hedge, 155, 156, 157 
+Trapezoidal Rule, 471 
+Treasury bills, 413-421 (see also Options and 
+Treasury bills) 
+Uncovered call writing, 132-145 (see also Naked call 
+writing) 
+call option, 133-134 
+Uncovered straddle write equivalent to ratio call write, 
+306 
+Underlying security, definition, 3 
+Underlying stock, price of as factor influencing option 
+price, 9-10 
+Up delta concept, 100-101 
+"Using box stock," 432 
+Value Line Index, 532, 579, 582 
+Vega of option, 749-753, 860-862 (see also Volatility, 
+effects of) 
+and excess value, 764 
+option or position vega, 757,862 
+Vertical put spreads, effect on of implied volatility, 
+775-777 
+Vertical spread, 169, 186 
+Volatility, effect of on popular strategies, 7 49-782 
+backspreads, 781-782 
+calendar spreads, 778-780 
+call bull spreads, 767-775 
+vega of option, 768 
+implied volatility, effect of, 749-782 
+and delta, 753-754 
+neutrality, effects on, 755-756 
+outright option purchases and sales, 757-762 
+position vega, 757 
+put bear spreads, 777-778 
+put option, 765-766 
+ratio spreads, 780-781 
+straddle/strangle buying and selling'. 766-767 
+summary, 782 
+999 
+time value premium, 762-765 
+delta, 764 
+factors, five, 762-763 
+"greeks" to measure, 763-764 
+vega, 7 49-753 
+and excess value, 764 
+definition, 7 49-750 
+vertical put spreads, 775-777 
+Volatility, measuring and trading, 723-931 (see also 
+under particular heading) 
+advanced concepts, 846-907 
+basics of volatility trading, 727-7 48 
+definition, 859-860 
+most important concept in option trading, 724 
+stock prices, distribution of, 783-811 
+taxes, 908-931 
+volatility, effect of on popular strategies, 7 49-782 
+volatility trading techniques, 812-845 
+why trade "the market," 724-726 
+Volatility, misconceptions about, 783-787 
+buyer's rule, 787-789 
+Volatility, prediction of, 799-803 
+Volatility backspread, 827, 834-836, 841 
+margin, 836 
+not for LEAPS options, 835 
+Volatility in Black-Scholes model, 460 
+historical, 461-466 (see also Historical volatility) 
+Volatility Index ($VIX), 738, 761, 785-786 
+Volatility of stocks, 538-539 
+adjusted, 539 
+of underlying stock: 
+as factor in option price, 13-14 
+call option rankings and, 103-106 
+Volatility skew, 517, 683, 685, 693-694, 813 
+trading, 837-844 (see also Volatility trading) 
+Volatility trading, basics of, 727-7 48 
+definitions, 728-731 
+historical volatility, 728-731 
+implied volatility, 727, 732-743 
+GARCH (Generalized Autoregressive Conditional 
+Heteroskedasticity), 731-732