Add training workflow, datasets, and runbook

training_data/curated/text/5beeeeb6ee25c88083a2939c77e0d557c85cc309313c1d8fda520d6d2640c8bf.txt

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+986 
+Chicago Board Options Exchange (CBOE), 22 
+structured products listed, 618 
+Chicago Mercantile Exchange, 507, 509, 510, 672 
+option quotes, 515-516 
+trading limits on futures options, 680 
+Chicago Board of Trade: 
+trading limits on futures contracts, 658 
+trading limits on futures options, 680 
+Classes of options, 5-6 
+Closing transactions, 6 
+Collar, 275, 840 
+no-cost, 278-280 
+Commissions, 17-18 
+Concepts, advanced, 846-907 (see also Advanced 
+concepts) 
+Conservative covered write, 46 
+Contango, 697 
+Conversion, 253-255, 428-430, 431-438 (see also Put 
+options basics and Arbitrage) 
+reversal, 254, 428-430, 431-438 
+risks in, four, 433-43 7 
+summary, 437-438 
+Convertible security, covered writing against, 88-90, 94 
+Covered call writing, 39-94 
+definition, 39 
+diversifying return and protection, 66-70 
+"combined" write, 67-69 
+techniques, fundamental, 66-69 
+techniques, other, 69-70 
+execution of order, 56-58 
+contingent order, 57 
+net position, establishing, 57-58 
+follow-up action, 70-87, 94 
+aggressive action if stock rises, 71, 79-81 
+assignment, action to avoid if time premium 
+disappears, 71, 86-87 
+expiration, at or near, 83-85 
+getting out, 82-83 
+locked-in loss, 73 
+protective action if stock drops, 71-79 
+rolling action, 71-80 (see also Rolling action) 
+rolling forward/down, 83-85 
+spread, 76 
+uncovered position, avoiding, 86 
+when to let stock be called away, 86-87 
+importance, 39-42 
+for downside protection, 39 
+increase in stock price, benefits of, 40-41 
+profit graph, 41-42 
+quantification, 41-42 
+and naked put writing, differences between, 
+294-295 
+objective, 42 
+Index 
+PERCS (Preferred Equity Redemption Cumulative 
+Stock), 91 
+philosophy, 42-45 
+annual returns, 47 
+as conservative strategy, 46-4 7 
+Depository Trust Corp (DTC), role of, 43 
+in-the-money covered writes, 43-45, 93 
+letter of guarantee, 43 
+out-of-the-money covered writes, 43-45, 93 
+physical location of stock, 43 
+total return concept, 45-47, 60-61, 93 
+return on investment, computing, 47-56 
+compound interest, 53-54 
+downside break-even point, 48, 49-50 
+in margin accounts, 50-53 
+price,changesin,55-56 
+return if exercised, 47-48 
+return if unchanged, 48, 49 
+size of position, 54-55 
+static return, 49 
+selecting position, 58-62 
+downside protection, 59-60 
+returns, projected, 59 
+strategy, importance of, 60-62 
+total return concept, 60-61 
+special writing situations, 87-93 
+against convertible security, 88-90, 94 
+against LEAPS, 91, 94 
+against warrants, 90-91 
+incremental return concept, 87-88, 91-93 
+and stock ownership, 42 
+summary, 93-94 
+and uncovered put writing strategy, similarity of, 
+293-294 
+writing against stock already owned, 62-66 
+caution, 65-66 
+Covered pit sale, 300 
+Covered straddle write, 302-305 
+Crack spread, 702-704 
+Credit spread, 170, 179 
+Cross-currency spreads, 701 
+Cumulative density function (CDF), 806 
+Customer margin method, 5 
+Customer margin option requirements, 667 
+Day trading, call buying and, 101-102 
+Debit spread, 170 
+Definitions, 3-35 (see also under particular definition or 
+under Options) 
+Delta, 848-853, 866 
+calculation of by Black-Scholes model, 457 
+excess value, 764