Add training workflow, datasets, and runbook

training_data/curated/text/638067b01455526c80d3dc0bd8789bff7d9a3b46896c28517785ad69c3f39471.txt

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+in realized volatility. The rise in IV did indeed occur, but not immediately.
+By Tuesday of the second week, vega profits were overshadowed by theta
+losses.
+Gamma was the saving grace with this trade. The bulk of the gain
+occurred in week two when the Fed announcement was made. Once that
+event passed, the prospects for covering theta looked less attractive. They
+were further dimmed by the sharp drop in implied volatility from 40 to 30.
+In this hypothetical scenario, the trade ended up profitable. This is not
+always the case. Here the profit was chiefly produced by one or two high-
+volatility days. Had the stock not been unusually volatile during this time,
+the trade would have been a certain loser. Even though implied volatility
+had risen four points by Tuesday of the second week, the trade did not yield
+a profit. The time decay of holding two options can make long straddles a
+tough strategy to trade.